## Abstract This paper analyses the role of contagion in the currency crises in emerging markets during the 1990s. It employs a nonβlinear Markovβswitching model to conduct a systematic comparison and evaluation of three distinct causes of currency crises: contagion, weak economic fundamentals, and
β¦ LIBER β¦
Monitoring and Forecasting Currency Crises
β Scribed by ATSUSHI INOUE; BARBARA ROSSI
- Book ID
- 109146886
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- English
- Weight
- 545 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0022-2879
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