A regime switching approach to studying speculative attacks a focus on European Monetary System crises

A regime switching approach to studying speculative attacks a focus on European Monetary System crises

Bibliographic Details
Main Author: Martinez Peria, Maria Soledad
Corporate Author: World Bank
Format: Book
Language:English
Published: Washington, DC World Bank [1999].
Series:Policy research working papers / World Bank 2132
Subjects:
European Monetary System (Organization)
Foreign exchange rates > Econometric models.
Speculation > Econometric models.
Financial crises > Econometric models.
Forecasting > Econometric models.