Sudden Stops and Currency Crashes

B-Tier
Journal: Review of International Economics
Year: 2014
Volume: 22
Issue: 4
Pages: 660-685

Authors (4)

Yanping Zhao (not in RePEc) Jakob Haan (not in RePEc) Bert Scholtens (Rijksuniversiteit Groningen) Haizhen Yang (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates which factors determine whether sudden stops in international capital flows are followed by a currency crash using data for 85 economies in the period 1980–2012. An event study approach is used for an 11-year window around the crises for nine potential explanatory variables. In addition, the paper estimates discrete-choice panel models. The results suggest that low trade openness, shallow financial markets, and current account imbalances increase the likelihood that a sudden stop will be followed by a currency crash. Moreover, it is established that the impact of these factors differs across different exchange rate regimes.

Technical Details

RePEc Handle
repec:bla:reviec:v:22:y:2014:i:4:p:660-685
Journal Field
International
Author Count
4
Added to Database
2026-01-29