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...

Full description

Bibliographic Details
Main Author: Sbracia, M.
Other Authors: Prati, Alessandro
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2002.
Series:IMF Working Papers; Working Paper ; No. 2002/003
Online Access:Full text available on IMF