Currency Crises During the Great Recession: Is This Time Different?

During the 2007-2009 financial crisis the foreign exchange market was characterized by large volatility and wide currency swings. In this paper we evaluate whether during the period of the Great Recession there has been a structural break in the relationship between fundamentals and exchange rates w...

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Bibliographic details
Main Author: De Arcangelis, Giuseppe
Arduini, Tiziano
Del Bello, Carlo Leone
Format: Paper
Language: English
Place of publication: 2011
Related: University Library of Munich, Germany
Data of publication: 2011
Series: MPRA Paper
Online Access: available in Bonn?
Database: RePEc IDEAS
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