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Tekijä:Wilson, B.
Otsikko:Financial fragility and Mexico's 1994 Peso crisis: an event-window analysis of market-valuation effects
Lehti:Journal of Money, Credit and Banking
2000 : AUG, VOL. 32:3 PART 2, p. 450-468
Asiasana:FINANCE
MEXICO
VALUATION
Kieli:eng
Tiivistelmä:Persistent cycles of devaluation, debt repudiation, and financial crisis have been recurrent themes in Latin America and elsewhere. This study focuses on one such event - namely the Mexican peso devaluation, debt and financial sector crisis of 1994-95. This paper utilizes an event-study framework, with daily stock market data, to document financial market responses to the unfolding crisis.
SCIMA tietueen numero: 222954
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