Experimental analysis on the role of a large speculator in currency crises / Yasuhiro Arikawa, Kumi Suzuki-Löffelholz, and Kenshi Taketa.
Corsetti, Dasgupta, Morris, and Shin (2004, RES) demonstrate that the presence of the large speculator can cause the remaining traders to be more aggressive in speculative attacks in the foreign exchange market. We conduct an experimental analysis designed to test theoretical findings of Corsetti,...
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| Format: | Book |
| Language: | English |
| Published: |
Tokyo :
Institute for Monetary and Economic Studies, Bank of Japan,
2006.
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| Series: | IMES discussion paper series ;
no. 2006-E-4. |
| Subjects: |
MARC
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| 100 | 1 | |a Arikawa, Yasuhiro. | |
| 245 | 1 | 0 | |a Experimental analysis on the role of a large speculator in currency crises / |c Yasuhiro Arikawa, Kumi Suzuki-Löffelholz, and Kenshi Taketa. |
| 260 | |a Tokyo : |b Institute for Monetary and Economic Studies, Bank of Japan, |c 2006. | ||
| 300 | |a 40 pages : |b illustrations ; |c 30 cm. | ||
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| 490 | 1 | |a IMES discussion paper series ; |v no. 2006-E-4. | |
| 500 | |a "January 2006" | ||
| 504 | |a Includes bibliographical references. | ||
| 520 | |a Corsetti, Dasgupta, Morris, and Shin (2004, RES) demonstrate that the presence of the large speculator can cause the remaining traders to be more aggressive in speculative attacks in the foreign exchange market. We conduct an experimental analysis designed to test theoretical findings of Corsetti, Dasgupta, Morris, and Shin (2004, RES); in fact the results support their theoretical predictions. Moreover, the results also suggest an asymmetric effect in regulating and deregulating the size of the large speculator.--Authors' abstract. | ||
| 650 | 0 | |a Financial crises |x Econometric models. | |
| 650 | 0 | |a Foreign exchange rates |x Econometric models. |0 http://id.loc.gov/authorities/subjects/sh2008120473. | |
| 650 | 0 | |a Monetary policy |x Econometric models. |0 http://id.loc.gov/authorities/subjects/sh2008107910. | |
| 700 | 1 | |a Suzuki-Löffelholz, Kumi. | |
| 700 | 1 | |a Taketa, Kenshi. |0 http://id.loc.gov/authorities/names/no2005009664 |1 http://isni.org/isni/0000000384764149. | |
| 710 | 2 | |a Nihon Ginkō. |b Kin'yū Kenkyūjo. |0 http://id.loc.gov/authorities/names/n85096407 |1 http://isni.org/isni/0000000417569762. | |
| 830 | 0 | |a IMES discussion paper series ; |v no. 2006-E-4. |0 http://id.loc.gov/authorities/names/no97025687. | |
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