Self-Fulfilling Currency Crises: The Role of Interest Rates

S-Tier
Journal: American Economic Review
Year: 2006
Volume: 96
Issue: 5
Pages: 1769-1787

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

We develop a model of currency crises, in which traders are heterogeneously informed, and interest rates are endogenously determined in a noisy rational expectations equilibrium. In our model, multiple equilibria result from distinct roles an interest rate plays in determining domestic asset market allocations and the devaluation outcome. Except for special cases, this finding is not affected by the introduction of noisy private signals. We conclude that the global games results on equilibrium uniqueness do not apply to market-based models of currency crises. (JEL D84, E43, F32)

Technical Details

RePEc Handle
repec:aea:aecrev:v:96:y:2006:i:5:p:1769-1787
Journal Field
General
Author Count
3
Added to Database
2026-01-25