Leading Indicators Of Currency Crises
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Leading Indicators Of Currency Crises
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Author : Graciela Laura Kaminsky
language : en
Publisher: International Monetary Fund
Release Date : 1997-07-01
Leading Indicators Of Currency Crises written by Graciela Laura Kaminsky and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-07-01 with Business & Economics categories.
This paper examines the empirical evidence on currency crises and proposes a specific early warning system. This system involves monitoring the evolution of several indicators that tend to exhibit an unusual behavior in the periods preceding a crisis. When an indicator exceeds a certain threshold value, this is interpreted as a warning “signal” that a currency crisis may take place within the following 24 months. The variables that have the best track record within this approach include exports, deviations of the real exchange rate from trend, the ratio of broad money to gross international reserves, output, and equity prices.
Leading Indicators Of Currency Crises
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Author : Müge Ant
language : en
Publisher: World Bank Publications
Release Date : 2002
Leading Indicators Of Currency Crises written by Müge Ant and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.
Leading Indicators Of Currency Crises
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Author : Graciela Kaminsky
language : en
Publisher:
Release Date : 2006
Leading Indicators Of Currency Crises written by Graciela Kaminsky and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with categories.
This paper examines the empirical evidence on currency crises and proposes a specific early warning system. This system involves monitoring the evolution of several indicators that tend to exhibit an unusual behavior in the periods preceding a crisis. When an indicator exceeds a certain threshold value, this is interpreted as a warning quot;signalquot; that a currency crisis may take place within the following 24 months. The variables that have the best track record within this approach include exports, deviations of the real exchange rate from trend, the ratio of broad money to gross international reserves, output, and equity prices.
Leading Indicators Of Currency Crises
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Author : Carmen Reinhart
language : en
Publisher:
Release Date : 2016
Leading Indicators Of Currency Crises written by Carmen Reinhart and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
This paper examines the empirical evidence on currency crises and proposes a specific early warning system. This system involves monitoring the evolution of several indicators that tend to exhibit an unusual behavior in the periods preceding a crisis. When an indicator exceeds a certain threshold value, this is interpreted as a warning "signal" that a currency crisis may take place within the following 24 months. The variables that have the best track record within this approach include exports, deviations of the real exchange rate from trend, the ratio of broad money to gross international reserves, output, and equity prices.
Preventing Currency Crises In Emerging Markets
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Author : Sebastian Edwards
language : en
Publisher: University of Chicago Press
Release Date : 2009-02-15
Preventing Currency Crises In Emerging Markets written by Sebastian Edwards and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-15 with Business & Economics categories.
Economists and policymakers are still trying to understand the lessons recent financial crises in Asia and other emerging market countries hold for the future of the global financial system. In this timely and important volume, distinguished academics, officials in multilateral organizations, and public and private sector economists explore the causes of and effective policy responses to international currency crises. Topics covered include exchange rate regimes, contagion (transmission of currency crises across countries), the current account of the balance of payments, the role of private sector investors and of speculators, the reaction of the official sector (including the multilaterals), capital controls, bank supervision and weaknesses, and the roles of cronyism, corruption, and large players (including hedge funds). Ably balancing detailed case studies, cross-country comparisons, and theoretical concerns, this book will make a major contribution to ongoing efforts to understand and prevent international currency crises.
Leading Indicators Of Country Risk And Currency Crisis
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Author : Fang Dong
language : en
Publisher:
Release Date : 2002
Leading Indicators Of Country Risk And Currency Crisis written by Fang Dong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Country risk categories.
This Time Is Different
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Author : Carmen M. Reinhart
language : en
Publisher: Princeton University Press
Release Date : 2011-08-07
This Time Is Different written by Carmen M. Reinhart and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-07 with Business & Economics categories.
An empirical investigation of financial crises during the last 800 years.
Early Warning Systems For Financial Crises
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Author : Asian Development Bank
language : en
Publisher: Springer
Release Date : 2005-02-15
Early Warning Systems For Financial Crises written by Asian Development Bank and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-15 with Business & Economics categories.
Since the 1997 Asian financial crisis, East Asia has implemented a number of initiatives designed to strengthen monetary and financial cooperation, bolstering the region's resilience to economic and financial vulnerabilities. One such initiative is the ASEAN+3 Information Exchange and Policy Dialogue, which includes development of early warning systems (EWS) for financial crises. This book examines efforts to develop EWS models. Specifically, the book analyzes the current understanding of the causes of currency and banking crises, describes recent progress in developing and applying EWS models for currency and banking crises, reviews methodolgical issues, assesses the predictive power of EWS models and also highlights areas where further research is required to make these models more effective tools for policy analysis. The case studies apply both parametric and nonparametric approaches to EWS modleing using data from six East Asian countries.
Are Currency Crises Predictable A Test
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Author : Ms.Catherine A. Pattillo
language : en
Publisher: International Monetary Fund
Release Date : 1998-11-01
Are Currency Crises Predictable A Test written by Ms.Catherine A. Pattillo and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-11-01 with Business & Economics categories.
This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One model, and our modifications to it, provide useful forecasts, at least compared with a naive benchmark. The head-to-head comparison also sheds light on the economics of currency crises, the nature of the Asian crisis, and issues in the empirical modeling of currency crises.
Are Currency Crises Predictable
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Author : Mr.Ilan Goldfajn
language : en
Publisher: International Monetary Fund
Release Date : 1997-12-01
Are Currency Crises Predictable written by Mr.Ilan Goldfajn and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-01 with Business & Economics categories.
This paper studies whether exchange rate expectations and overvaluations are predictors of currency crises. The results suggest that overvaluation has predictive power in explaining crises. However, although expected depreciation obtained from survey data partially takes different measures of exchange rate misalignment into consideration, expectations fail to anticipate currency crises.