• Media type: E-Book
  • Title: Contagious Speculative Attacks
  • Contributor: Gerlach, Stefan [Author]; Smets, Frank [Author]
  • Published: [S.l.]: SSRN, 2013
  • Published in: BIS Working Paper ; No. 22
  • Extent: 1 Online-Ressource (26 p)
  • Language: English
  • DOI: 10.2139/ssrn.868432
  • Identifier:
  • Origination:
  • Footnote: Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1994 erstellt
  • Description: During the European exchange market turmoil in 1992-93 it was evident that speculative attacks tended to spread across currencies. Using a twocountry version of the model developed by Flood and Garber (1984) we show how a speculative attack against one currency may accelerate the warranted collapse of a second parity. More importantly, even if the parity of the second currency is viable in the absence of a collapse of the first one, it might be subjected to a speculative attack if the reserves available to defend the parity are small
  • Access State: Open Access