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Predicting emerging market currency crashes

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Author Info
Kumar, Mohan
Moorthy, Uma
Perraudin, William
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File URL: http://www.sciencedirect.com/science/article/B6VFG-47XWTHR-1/2/6c5fb18e1f84dfe70bff7c1b5bd74bdb
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 10 (2003)
Issue (Month): 4 (September)
Pages: 427-454
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Handle: RePEc:eee:empfin:v:10:y:2003:i:4:p:427-454

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  1. Irina Bunda & Michele Ca’ Zorzi, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank. [Downloadable!]
  2. Nathan M Jensen, 2005. "Measuring Risk: Political Risk Insurance Premiums and Domestic Political Institutions," International Finance 0512002, EconWPA. [Downloadable!]
  3. Jonathan H. Wright & Joseph E. Gagnon, 2006. "Predicting sharp depreciations in industrial country exchange rates," International Finance Discussion Papers 881, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  4. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889. [Downloadable!]
  5. Neziri, Hekuran, 2008. "Can Credit Default Swaps Predict Financial Crises: An Empirical Test on Emerging Markets," MPRA Paper 13096, University Library of Munich, Germany. [Downloadable!]
  6. Tuomas A. Peltonen, 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank. [Downloadable!]
  7. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H.H. Tan, 2007. "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers 889, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  8. Sotiris K. Staikouras, 2004. "A chronicle of the banking and currency crises," Applied Economics Letters, Taylor and Francis Journals, vol. 11(14), pages 873-878, November. [Downloadable!] (restricted)
  9. Bettina Becker & Stephan G Hall, 2005. "Non-Linear Properties of Currency Crises in Emerging Markets," Money Macro and Finance (MMF) Research Group Conference 2005 13, Money Macro and Finance Research Group. [Downloadable!]
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This page was last updated on 2009-12-3.

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