نتایج جستجو برای: such as currency crises

تعداد نتایج: 5973181  

2004
Christian Hellwig Alessandro Pavan A. Pavan

Global games of regime change — that is, coordination games of incomplete information in which a “status quo” is abandoned once a sufficiently large fraction of agents attacks it — have been used to study crises phenomena such bank runs, currency attacks, debt crises, and political change. We extend the static benchmark examined in the literature by allowing agents to accumulate information ove...

2004
Fernando A. Broner

The first generation models of currency crises have often been criticized because they predict that, in the absence of very large triggering shocks, currency attacks should be predictable and lead to small devaluations. This paper shows that these features of first generation models are not robust to the inclusion of private information. In particular, this paper analyzes a generalization of th...

2008
Bernardo Guimaraes Fernando Broner Francesco Caselli Jaume Ventura

This paper analyses predictions of a simple model of currency crises in which the peg will be abandoned when the currency overvaluation hits a certain threshold, unknown to the agents. Due to learning about the threshold, some features usually observed in the data and identified with models with multiple equilibria arise in the model. But the model yields distinctive predictions about the behav...

2009
GIANCARLO CORSETTI AMIL DASGUPTA STEPHEN MORRIS HYUN SONG SHIN

Do large investors increase the vulnerability of a country to speculative attacks in the foreign exchange markets? To address this issue, we build a model of currency crises where a single large investor and a continuum of small investors independently decide whether to attack a currency based on their private information about fundamentals. Even abstracting from signalling, the presence of the...

Journal: Iranian Economic Review 2014

This paper surveys the persian monetary crises due to economic sanctions and speculative attacks that leads to high inflation. Economic sanctions are associated with various forms of trade barriers and restriction on financial transactions. Among the most influential sanctions on Iran's oil export and central bank sanctions are noted that their Aims to reduce Iran's oil revenues and Devaluation...

2011
Chong Huang Itay Goldstein Qingmin Liu Harold Cole David Dillenberger Hanming Fang Johannes Hörner Matthew Jackson Steven Matthews Stephen Morris Ichiro Obara Santiago Oliveros Mallesh Pai Alessandro Pavan David Rahman Thomas Wiseman

How does the central bank’s incentive to build a reputation affect speculators’ ability to coordinate and the likelihood of the devaluation outcome during speculative currency crises? What role does market information play in speculators’ coordination and the central bank’s reputation building? I address these questions in a dynamic regime change game that highlights the interaction between the...

2000
Sebastian Edwards

Recently, and partly as a result of the currency crises in emerging markets, a broad debate on reforming the international financial system has begun. Talk of a “new financial architecture” abounds, and academics, financiers, and politicians have offered blueprints for reforming existing institutions. Some have talked of creating a global lender of last resort, while others have argued that it ...

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