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The Brazilian currency turmoil of 2002: A nonlinear analysis
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UNSPECIFIED. (2005) The Brazilian currency turmoil of 2002: A nonlinear analysis. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 10 (4). pp. 289-306. ISSN 1076-9307
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Official URL: http://dx.doi.org/10.1002/ijfe.273
Abstract
This paper investigates the main sources of instability in Brazil during the Currency and financial distress episode of 2002. We test for financial contagion from the Argentine crisis and the impact of factors including IMF intervention and political uncertainty in raising the probability of crisis. The empirical investigation employs a Markov-switching model with endogenous transition probabilities. Copyright (c) 2005 John Wiley & Soils, Ltd.
| Item Type: | Journal Article |
|---|---|
| Subjects: | H Social Sciences > HG Finance |
| Journal or Publication Title: | INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS |
| Publisher: | JOHN WILEY & SONS LTD |
| ISSN: | 1076-9307 |
| Date: | October 2005 |
| Volume: | 10 |
| Number: | 4 |
| Number of Pages: | 18 |
| Page Range: | pp. 289-306 |
| Identification Number: | 10.1002/ijfe.273 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/34409 |
Data sourced from Thomson Reuters' Web of Knowledge
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