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During the European exchange market turmoil of 1992/3, it
was evident that speculative attacks tended to spread across currencies.
In Discussion Paper No. 1055, Research Fellow Stefan Gerlach and Frank
Smets use a two-country version of the model developed by Flood and
Garber (1984) to show how a speculative attack against one currency may
accelerate the `warranted' collapse of a second parity. More
importantly, even if the parity of the second currency is viable in the
absence of a collapse of the first one, it might be subjected to a
speculative attack if the reserves available to defend the parity are
`small'. Furthermore, a parity that is otherwise sustainable may be attacked in the event of a successful attack on another currency. Thus, `unwarranted' contagion may occur. The authors also demonstrate that the contagion effects in the model are stronger the lower the degree of real and nominal wage flexibility, the higher the degree of trade integration between the two countries, and the less integrated the two countries are with the anchor country. Contagious Speculative Attacks Stefan Gerlach and Frank Smets Discussion Paper No. 1055, November 1994 (IM) |