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Fundamentals, contagion and currency crises : an empirical analysis

Author: Mark Kruger; Bank of Canada.
Publisher: Ottawa : Bank of Canada, 1998.
Series: Working paper (Bank of Canada), 98-10.
Edition/Format:   Print book : National government publication : EnglishView all editions and formats
Summary:
This paper examines the determinants of currency crises in Latin America, Asia, and Africa. It asks two basic questions: are currency crises linked to economic fundamentals, and is there evidence of a contagion effect after controlling for the potential effects of economic fundamentals. The examination uses pooled annual data for 19 developing countries spanning the period 1977-93. Economic variables considered  Read more...
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Material Type: Government publication, National government publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Mark Kruger; Bank of Canada.
ISBN: 0662270193 9780662270195
OCLC Number: 39912974
Language Note: Abstract in English and French.
Description: 28 pages ; 28 cm.
Series Title: Working paper (Bank of Canada), 98-10.
Responsibility: by Mark Kruger, Patrick N. Osakwe and Jennifer Page.

Abstract:

This paper examines the determinants of currency crises in Latin America, Asia, and Africa. It asks two basic questions: are currency crises linked to economic fundamentals, and is there evidence of a contagion effect after controlling for the potential effects of economic fundamentals. The examination uses pooled annual data for 19 developing countries spanning the period 1977-93. Economic variables considered include the growth rate of domestic credit, real exchange rate misalignment, the relation of the M2 monetary aggregate to international reserves, and fiscal or current account deficits.

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