Leading Indicators of Currency Crises in Emerging Economies
AbstractThis study identifies common features of currency crises in 15 emerging countries over the period 1980-1998. By analyzing such features, we build an early-warning system aimed at predicting looming crises in probabilistic terms.
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Bibliographic InfoPaper provided by Banque de France in its series Working papers with number 74.
Length: 41 pages
Date of creation: 2000
Date of revision:
Currency crises ; Vulnerability indicators ; Early-warning systems ; Crisis prediction ; Asian crisis ; Balance of payments crises ; Discriminant analysis.;
Find related papers by JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
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