Similar Search Results - EconBiz

The ADR shadow exchange rate as an early warning indicator for currency crises

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - In: Journal of banking & finance 33 (2009) 11, pp. 1983-1995

Persistent link: https://www.econbiz.de/10003892163

Contagion of currency crises : some theoretical and empirical analysis

Karmann, Alexander; Greßmann, Oliver; Hott, Christian - 2002

Persistent link: https://www.econbiz.de/10001666554

Contagion of currency crises : some theoretical and empirical analysis

Karmann, Alexander; Greßmann, Oliver; Hott, Christian - 2002

Persistent link: https://www.econbiz.de/10001676512

Contagion of currency crises : some theoretical and empirical analysis

Karmann, Alexander; Greßmann, Oliver; Hott, Christian - 2002

This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency crisis in one country can trigger a crisis in another country. Portfolio losses of the highly informed investors in one country will force them to withdraw capital from the...

Persistent link: https://www.econbiz.de/10010503707

Contagion of currency crises : some theoretical and empirical analysis

Karmann, Alexander; Greßmann, Oliver; Hott, Christian - 2002

This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency crisis in one country can trigger a crisis in another country. Portfolio losses of the highly informed investors in one country will force them to withdraw capital from the...

Persistent link: https://www.econbiz.de/10010507018

Modelling the dependency between currency and debt crises : an option based approach

Maltritz, Dominik - In: Economics letters 100 (2008) 3, pp. 344-347

Persistent link: https://www.econbiz.de/10003768771

Currency crisis prediction using ADR market data : an options-based approach

Maltritz, Dominik; Eichler, Stefan - In: International journal of forecasting 26 (2010) 4, pp. 858-884

Persistent link: https://www.econbiz.de/10008807699

Stock market-induced currency crises : a new type of twins

Eichler, Stefan; Maltritz, Dominik - In: Review of development economics 15 (2011) 2, pp. 223-236

Persistent link: https://www.econbiz.de/10009152941

Currency crises and the stock market : empirical evidence for another type of twin crisis

Eichler, Stefan; Maltritz, Dominik - In: Applied economics 43 (2011) 28/30, pp. 4561-4587

Persistent link: https://www.econbiz.de/10009388082

Contagion of currency crises: Some theoretical and empirical analysis

Karmann, Alexander; Greßmann, Oliver; Hott, Christian - 2002

This paper investigates contagion effects. In a model with highly and lowly informed investors we show that a currency crisis in one country can trigger a crisis in another country. Portfolio losses of the highly informed investors in one country will force them to withdraw capital from the...

Persistent link: https://www.econbiz.de/10010301742

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