Devaluation expectations and the stock market: A new measure and application to Mexico 1994/95

International Journal of Finance and Economics

Volumn 7, Issue 3, 2002, Pages 195-214

  Becker, Torbjörn ^a   Gelos, R Gaston ^a   Richards, Anthony J ^a  

^a INTERNATIONAL MONETARY FUND   (United States)

Author keywords

Credibility of exchange rate regimes; Event study; Exchange rate exposure; Expectations; Leading crisis indicators; Mexican peso devaluation; Stock market

Indexed keywords

CURRENCY DEVALUATION; EXCHANGE RATE; FINANCIAL MARKET; INTEREST RATE; STOCK MARKET;

MEXICO;

EID: 0036373426     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/ijfe.186     Document Type: Article

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