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Capital Market Imperfections and the Theory of Optimum Currency Areas / Pierre-Richard Agenor, Joshua Aizenman.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Agenor, Pierre-Richard.
Contributor:
National Bureau of Economic Research.
Aizenman, Joshua.
Series:
Working Paper Series (National Bureau of Economic Research) no. w14088.
NBER working paper series no. w14088
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2008.
Summary:
This paper studies how capital market imperfections affect the welfare effects of forming a currency union. The analysis considers a bank-only world where intermediaries compete in Cournot fashion and monitoring and state verification are costly. The first part determines the credit market equilibrium and the optimal number of banks, prior to joining the union. The second part discusses the benefits from joining a currency union. A competition effect is identified and related to the added monitoring costs that banks may incur when operating outside their home country, through an argument akin to the Brander-Krugman "reciprocal dumping" model of bilateral trade. Whether joining a union raises welfare of the home country is shown to depend on the relative strength of "investment creation" and "intermediation diversion" effects.
Notes:
Print version record
June 2008.

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