Brunel University Research Archive (BURA) >
Schools >
School of Social Sciences >
School of Social Sciences Research Papers >

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/927

Title: Are currency crises self-fulfilling? The case of Argentina
Authors: Boinet, V
Napolitano, O
Spagnolo, N
Keywords: Currency crises, multiple equilibria, Markov-switching.
Publication Date: 2002
Publisher: Brunel University
Citation: Economics and Finance Working papers, Brunel University. 02-26
Abstract: This paper analyzes the 2002 Argentine crisis using the Jeanne and Masson (2000) model with sunspots. Testing this model empirically through a Markov-switching model suggests that self-sulfilling prophecies is a reasonable explanation for the devaluation of the peso.
URI: http://bura.brunel.ac.uk/handle/2438/927
Appears in Collections:School of Social Sciences Research Papers
Economics and Finance

Files in This Item:

File Description SizeFormat
02-26.pdf179.6 kBAdobe PDFView/Open

Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.