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Conference paper

Disparate information and the probability of currency crises: Empirical evidence

Authors list: Tillmann, P

Publication year: 2004

Pages: 61-68

Journal: Economics Letters

Volume number: 84

Issue number: 1

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

Conference: Norwegian Political Science Conference

Publisher: 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.

Authors/Editors

- Uni.-Prof. Dr. Peter Heinrich Tillmann

Citation Styles

Harvard Citation style: 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 Citation style: 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