Janot, Marcio Magalhães; Garcia, Márcio Gomes Pinto; … - In: Economia : revista da ANPEC 22 (2021) 1, pp. 19-37
In third generation currency crises models, balance sheet losses from currency depreciations propagate the crises into the real sector of the economy. To test these models, we built a firm-level database that allowed us to measure currency mismatches around the 2002 Brazilian currency crisis. We...