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Imported or Home Grown? The 1992-3 EMS Crisis / Barry Eichengreen, Alain Naef.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Eichengreen, Barry.
Contributor:
National Bureau of Economic Research.
Naef, Alain.
Series:
Working Paper Series (National Bureau of Economic Research) no. w29488.
NBER working paper series no. w29488
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2021.
Summary:
Using newly assembled data on foreign exchange market intervention, we construct a daily index of exchange market pressure during the 1992-3 crisis in the European Monetary System, allowing us to pinpoint when and where the crisis was most severe. Our analysis focuses on a neglected factor in the crisis: the role of the weak dollar in intra-EMS tensions. We provide new evidence of the contribution of a falling dollar-Deutschmark exchange rate to pressure on EMS currencies.
Notes:
Print version record
November 2021.

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