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...

Descrición completa

Detalles Bibliográficos
Autor Principal: Abiad, Abdul de Guia (Author)
Outros autores: Mariano, Roberto S. (advisor.)
Formato: Electronic Resource
Idioma:English
Publicado: Ann Arbor, MI ProQuest Dissertations & Theses Global [2002]
Subjects:
Electronic books.
Financial crises > Econometric models > Southeast Asia.
Foreign exchange > Econometric models > Southeast Asia.
Acceso en liña:Full text access requires UP Webmail login