Title of article
Disparate information and the probability of currency crises: empirical evidence
Author/Authors
Peter Tillmann، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
8
From page
61
To page
68
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.
Keywords
Currency crisis , Information , Markov-switching , Country funds
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435450
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