The role of a large trader in a dynamic currency attack model

Author:

Li Mei,Milne Frank

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference21 articles.

1. Bubbles and crashes;Abreu;Econometrica,2003

2. Dynamic global games of regime change: learning, multiplicity and the timing of attacks;Angeletos;Econometrica,2007

3. Big elephants in small ponds: do large traders make financial markets more aggressive?;Bannier;J. Monet. Econ.,2005

4. Bjønnes, G.H., Holden, S., Rime, D. and Solheim, H.O.A., 2009. ‘Large’ vs. ‘Small’ Players: A Closer Look at the Dynamics of Speculative Attacks. Cesifo working paper No. 2518.

5. Discrete devaluations and multiple equilibria in a first generation model of currency crises;Broner;J. Monet. Econ.,2008

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