Currency crises and uncertainty about fundamentals /

This paper studies how uncertainty about fundamentals contributed to currency crises from both a theoretical and an empirical perspective. We find evidenceCbased on a monthly dataset of Consensus forecasts for six Asian countries in the period January 1995-May 2001Cconfirming the theoretical predict...

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Bibliographic Details
Main Author: Prati, Alessandro
Other Authors: Sbracia, Massimo
Format: Software Book
Language:English
Published: Washington, D.C. : International Monetary Fund, 2002
Series:IMF working paper no. WP/02/3
Subjects:
Online Access:http://www.imf.org/external/pubs/ft/wp/2002/wp0203.pdf

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