RIEBセミナー(RIEB Seminar)

日時:
(Date&Time)
2005年11月18日(金)午後3時30分から (Friday, November 18, 2005, 3:30pm〜)
報告者:
(Speaker)
竹田 憲史
(TAKETA Kenshi)
所属:
(Affiliation)
日本銀行金融研究所
(Institute for Monetary and Economic Studies, Bank of Japan)
論題:
(Topic)
通貨危機において投機家の規模は重要か:経済実験によるアプローチ
Experimental Analysis on the Role of a Large Speculator in Currency Crises
概要:
(Abstract)
Corsetti, Dasgupta, Morris, and Shin (2004) show that the presence of the large speculator makes all other traders more aggressive in speculative attacks in the foreign exchange market. We conduct an experimental analysis designed to test their theoretical findings. The results support the theoretical predictions of Corsetti, Dasgupta, Morris, and Shin (2004). Moreover, the results suggest an asymmetric effect between regulating the size of the large speculator and de-regulating the size of the large speculator, which has not been dealt with by Corsetti, Dasgupta, Morris, and Shin (2004).
会場:
(Place)
神戸大学経済経営研究所 調査室 (兼松記念館1階)
Seminar Room at RIEB (Kanematsu Memorial Hall 1st Floor)
対象:
(Intended Audience)
教員,院生,および同等の知識をお持ちの方
Faculty, Graduate Students, and People with Equivalent Knowledge
使用言語
(Language)
日本語
Japanese
備考:
(Note)

論文のコピーは研究助成室にご用意しております。
Copies of the paper are available at Research Assistant Room.