search query: @freeterm SPECULATIVE ATTACKS / total: 2
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| Author: | Galindo, A.J. Maloney, W.F. |
| Title: | Second moments in speculative attack models: panel evidence |
| Journal: | Journal of International Economics
2002 : JAN, VOL. 56:1, p. 97-129 |
| Index terms: | CRISES CURRENCY VOLATILITY |
| Freeterms: | SPECULATIVE ATTACKS |
| Language: | eng |
| Abstract: | This paper tests two popular asset-based models of speculative attacks and in particular, their emphasis on the second moments of monetary aggregates. Analyzing monthly panels of appropriate countries in three regions, it finds evidence for the importance of money/reserve ratios predicted by both models, as well as the variance of the ratio of M2 to reserves. |
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