A Model of the Joint Distribution of Banking and Exchange-Rate Crises /

We develop a simple framework for studying the joint distribution of banking and currency crises triggered by real shocks. Our framework illustrates the fact that bank and currency collapses are related but they are not the same thing. Studying currency and bank collapses either in isolation or in p...

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Détails bibliographiques
Auteur principal: Marion, Nancy
Autres auteurs: Flood, Robert
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2001.
Collection:IMF Working Papers; Working Paper ; No. 2001/213
Accès en ligne:Full text available on IMF