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International financial crises

By Bernardo Guimaraes


This is a compilation of my lecture notes for different courses. The choice of topics and the way I present them is influenced by my own personal opinions. It probably contains a few mistakes. It is not sufficient to understand the papers it covers. Nevertheless, it is useful for my teaching. If you have any comments, suggestions or if you spot any mistakes (or typos), please let me know. If you find it useful for teaching or studying, I will be very glad if you use it and send me an email to let me know

Topics: HG Finance
Year: 2007
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Provided by: LSE Research Online
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    1. (1979). A Model of Balance-of-Payments Crises”, doi
    2. (1992). A theory of fads, fashion, custon, and cultural change as informational cascades”, doi
    3. (2002). An options-based analysis of emerging market exchange rate expectations: Brazil’s Real plan, doi
    4. (1996). Arbitrage-based tests of target zone credibility: evidence from ERM crossrate options”,
    5. (1997). Are currency crises self-fulfilling? A test”, doi
    6. (1994). Business as usual, market crashes and wisdom after the fact”,
    7. (1984). Collapsing exchange-rate regimes: some linear examples”, doi
    8. (2007). Currency crisis triggers: sunspots or thresholds?”,
    9. (1981). Debt with potential repudiation: theoretical and empirical analysis”, doi
    10. (2006). Default risk and income fluctuations in emerging economies”, forthcoming, doi
    11. (1998). East Asian Financial Crisis: Diagnosis, Remedies, Prospects”, Brookings Papers on Economic Activity, doi
    12. (1997). Empirical performance of alternative option pricing models”, doi
    13. (1994). European exchange rate credibility before the fall”, doi
    14. (1993). Global games and equilibrium selection”, doi
    15. (1978). Market antecipation of government policy and the price of gold”, doi
    16. (1996). Models of currency crises with self-fulfilling features”, doi
    17. (2006). Optimal external debt and default”,
    18. (1976). Option pricing when underlying stock returns are discontinuous”, doi
    19. (1999). Paper tigers? A model of the Asian crisis”, doi
    20. (2000). Reading the smile: the message conveyed by methods which infer risk neutral densities”, doi
    21. (1991). The crash of ’87: Was it expected? The Evidence from Options Markets”, doi
    22. (1998). Unique equilibrium in a model of selffulfilling currency attacks”,

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