Contributions

  • Krishnamurthy, Arvind - Contributor
  • Massachusetts Institute of Technology. Dept. of Economics - Contributor

Publication

2002 - Massachusetts Institute of Technology, Dept. of Economics, Cambridge, MA, Massachusetts

Language

English

Word Count

7,250 words, Guess

Page Count

29 pages

Identifiers

Description

We propose that the limited financial development of emerging markets is a significant factor behind the large share of dollar-denominated external debt present in these markets. We show that when financial constraints affect borrowing and lending between domestic agents, agents undervalue insuring against an exchange rate depreciation. Since more of this insurance is present when external debt is denominated in domestic currency rather than in dollars, this result implies that domestic agents choose excessive dollar debt. We also show that limited financial development reduces the incentives for foreign lenders to enter emerging markets. The retarded entry reinforces the underinsurance problems. Keywords: Currency mismatch, balance sheets, international liquidity, contingent credit lines, thin markets, limited participation. JEL Classification: F300, F310, F340 G150, G380.

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