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Sources of Currency Crises: An Empirical Analysis

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  • Axel A. Weber, 1998. "Sources of Currency Crises: An Empirical Analysis," Working Papers 25, Oesterreichische Nationalbank (Austrian Central Bank).
    • Handle: RePEc:onb:oenbwp:25
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    33. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
    34. Weber, Axel A., 1994. "Testing long-run neutrality: empirical evidence for G7-countries with special emphasis on Germany," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 41(1), pages 67-117, December.
    35. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
    36. Canzoneri, Matthew B & Vallés Liberal, Javier & Viñals, José, 1996. "Do Exchange Rates Move to Address International Macroeconomic Imbalances?," CEPR Discussion Papers 1498, C.E.P.R. Discussion Papers.
    37. Flood, Robert P. & Garber, Peter M., 1984. "Collapsing exchange-rate regimes : Some linear examples," Journal of International Economics, Elsevier, vol. 17(1-2), pages 1-13, August.
    38. Robert P. Flood, 1981. "Explanations of Exchange Rate Volatility and Other Empirical Regularities in Some Popular Models of the Foreign Exchange Market," NBER Working Papers 0625, National Bureau of Economic Research, Inc.
    39. Mussa, Michael, 1982. "A Model of Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 90(1), pages 74-104, February.
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    41. Isard,Peter, 1995. "Exchange Rate Economics," Cambridge Books, Cambridge University Press, number 9780521460477, September.
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    44. Mussa, Michael, 1979. "Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 11(1), pages 9-57, January.
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    Cited by:

    1. Burkart, O. & Coudert, V., 2000. "Leading Indicators of Currency Crises in Emerging Economies," Working papers 74, Banque de France.
    2. Helene Schuberth, 1998. "Room for manoeuvre of economic policy in EU countries are there costs of joining EMU?," Working Papers 35, Oesterreichische Nationalbank (Austrian Central Bank).
    3. Ante Babić & Ante Žigman, 2001. "Currency Crises: Theoretical and Empirical Overview of the 1990s," Surveys 5, The Croatian National Bank, Croatia.

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