A Perspectiveon Predicting Currency Crises
October 1, 2010
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Format: Chicago
Summary
Subject: Central banks, Conventional peg, Currency crises, Exchange rate adjustments, Exchange rates, Financial crises, Foreign exchange, International reserves
Keywords: Absolute error, Asia and Pacific, Conventional peg, Crisis model, Crisis probability, Currency crises, Currency-crisis episode, Dependent variable, Devaluation, Europe, Exchange rate, Exchange rate adjustments, Exchange rates, Fixed exchange rate, International reserves, Monte Carlo, OLS coefficient, OLS estimate, OLS estimator, OLS regression, Speculative attacks, WP
Publication Details
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Pages:
28
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2010/227
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Stock No:
WPIEA2010227
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ISBN:
9781455208920
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ISSN:
1018-5941