Multiple Equilibria, Contagion, and the Emerging Market Crises /

The paper surveys the types of models producing multiple equilibria in financial markets. It argues that such models are consistent with observed phenomena, such as the greater volatility of financial asset prices than of macroeconomic fundamentals. Alternative explanations are compared with the sty...

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Автор: Masson, Paul
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 1999.
Серія:IMF Working Papers; Working Paper ; No. 1999/164
Онлайн доступ:Full text available on IMF
Опис
Резюме:The paper surveys the types of models producing multiple equilibria in financial markets. It argues that such models are consistent with observed phenomena, such as the greater volatility of financial asset prices than of macroeconomic fundamentals. Alternative explanations are compared with the stylized facts concerning capital flows, portfolio shifts, and exchange rate crises. Implications for crisis prediction and prevention are then discussed.
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Фізичний опис:1 online resource (25 pages)
Формат:Mode of access: Internet
ISSN:1018-5941
Доступ:Electronic access restricted to authorized BRAC University faculty, staff and students