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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Abiad, Abdul de Guia (Awdur)
Awduron Eraill: Mariano, Roberto S. (advisor.)
Fformat: Electronic Resource
Iaith:English
Cyhoeddwyd: Ann Arbor, MI ProQuest Dissertations & Theses Global [2002]
Pynciau:
Mynediad Ar-lein:Full text access requires UP Webmail login