Financial fragility and the exchange rate regime

DOI10.1006/JETH.1999.2621zbMath0959.91026OpenAlexW3121401785WikidataQ63866292 ScholiaQ63866292MaRDI QIDQ1577927

Andrés Velasco, Roberto Chang

Publication date: 27 August 2000

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w6469.pdf

zbMATH Keywords

open economyfinancial fragilityexchange rate regime

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (6)

Banks and liquidity crises in emerging market economies ⋮ A time series analysis of financial fragility in the UK banking system ⋮ Government guarantees and self-fulfilling speculative attacks ⋮ Monetary stability and liquidity crises: The role of the lender of last resort ⋮ Banking crises and liquidity in a monetary economy ⋮ Financial collapse: a lesson from the great depression.

Cites Work

• Money, banking, and capital formation
• Equilibrium points of nonatomic games
• A Model of Financial Crises in Emerging Markets
• Bank Runs, Deposit Insurance, and Liquidity
• Money, Banking, and the Determination of Real and Nominal Exchange Rates

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