Konferenzpaper

Jahr der Veröffentlichung: 2004

Seiten: 61-68

Zeitschrift: Economics Letters

Bandnummer: 84

Heftnummer: 1

DOI Link: https://doi.org/10.1016/j.econlet.2004.01.002

Konferenz: Norwegian Political Science Conference

Verlag: Elsevier

Abstract: 

This paper tests the impact of the distribution of information on the probability of currency crises within a Markov-switching framework. Less disparate information among domestic and foreign investors, proxied by premia on country funds, lowers the probability of a crisis.

Harvard-Zitierstil: Tillmann, P. (2004) Disparate information and the probability of currency crises: Empirical evidence, Economics Letters, 84(1), pp. 61-68. https://doi.org/10.1016/j.econlet.2004.01.002

APA-Zitierstil: Tillmann, P. (2004). Disparate information and the probability of currency crises: Empirical evidence. Economics Letters. 84(1), 61-68. https://doi.org/10.1016/j.econlet.2004.01.002