NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Crash Risk in Currency Markets

Emmanuel Farhi, Samuel Paul Fraiberger, Xavier Gabaix, Romain Ranciere, Adrien Verdelhan

NBER Working Paper No. 15062
Issued in June 2009

---- Acknowledgements -----

Robert Tumarkin provided excellent research assistance. For helpful discussions and comments we thank Philippe Bacchetta, Eduardo Borenzstein, Robin Brooks, Markus Brunnermeier, Mikhail Chernov, Nicolas Coeurdacier, Chris Crowe, Francois Gourio, Bob King, Hanno Lustig, Borghan Narajabad, Jun Pan, Hashem Pesaran, Jean-Charles Rochet, Hyun Shin, Emil Siriwardane, Kenneth Singleton, Stijn van Nieuwerburgh, and Fernando Zapatero, as well as participants at many conferences and seminars. Farhi and Gabaix gratefully acknowledge support from the NSF under grant 0820517. Ranciere gratefully acknowledges support from the IMF Research Grant Initiative. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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