The 2008 Crisis: An International Finance (Over)view

João Costa-Filho ()
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João Costa-Filho: Adjunct professor of Economics at FGV/SP, Full Professor of Economics at Ibmec/SP, Brazil., https://ojs.umt.edu.pk/index.php/jqm/article/view/98
Authors registered in the RePEc Author Service: João Ricardo Mendes Gonçalves Costa Filho

Journal of Quantitative Methods, 2019, vol. 3, issue 2, 1-27

Abstract: The aim of this paper is to present an international finance view of the 2008 crisis. By relying on four traditional international finance classes of models (the inter temporal current account approach, two exchange rate risk premium models and open-economy economic policy models), we addressed, theoretically, the importance of macro-finance aspects of the episode such as portfolio reallocation and its aggregate effects, using data for supporting the claims. Moreover, by telling the story of the crisis, divided in three periods (Great Moderation, Great Recession and Euro Crisis) we provided an overview of the deployments as well as an understanding of the development from a slightly point of view.

Keywords: financial crisis; risk premium; monetary policy; fiscal policy (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2019
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