Early warning systems for currency crises a Markov-switching approach

Early warning systems for currency crises a Markov-switching approach

"The turmoil of the 1990s stimulated the development of "early warning systems" (EWS) for currency crises. The two prevalent approaches have been probit/logit modeling, and the "signals" approach of Kaminsky, Lizondo and Reinhart (1997). Several issues can be raised regardin...

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Bibliographic Details
Main Author: Abiad, Abdul de Guia (Author)
Other Authors: Mariano, Roberto S. (advisor.)
Format: Electronic Resource
Language:English
Published: Ann Arbor, MI ProQuest Dissertations & Theses Global [2002]
Subjects:
Electronic books.
Financial crises > Econometric models > Southeast Asia.
Foreign exchange > Econometric models > Southeast Asia.
Online Access:Full text access requires UP Webmail login