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A forewarning indicator system for financial crises: the case of six central and eastern european countries Author info | Abstract | Publisher info | Download info | Related research | Statistics Irène Andreou
Gilles Dufrénot
Alain Sand-Zantman
Aleksandra Zdzienicka-Durand
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Paper provided by Observatoire Francais des Conjonctures Economiques (OFCE) in its series Documents de Travail de l'OFCE with number
2007-27.
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Paper Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2009.
"A forewarning indicator system for financial crises: the case of six Central and Eastern European countries ,"
Post-Print
halshs-00372728_v1, HAL.
[Downloadable!] Irene Andreou & Gilles Dufrenot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007.
"A Forewarning Indicator System For Financial Crises : The Case Of Six Central And Eastern European Countries ,"
William Davidson Institute Working Papers Series
wp901, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2007.
"A forewarning indicator system for financial crises: the case of six Central and Eastern European countries ,"
Post-Print
halshs-00142433_v1, HAL.
[Downloadable!] Irene Andreou & Gilles Dufrénot & Alain Sand & Aleksandra Zdzienicka-Durand, 2007.
"A forewarning indicator system for financial crises: the case of six Central and Eastern European countries ,"
Working Papers
0709, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
[Downloadable!] This paper has been announced in the following NEP Reports :
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1996.
"Contagious Currency Crises ,"
NBER Working Papers
5681, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Glick, Reuven & Rose, Andrew K., 1999.
"Contagion and trade: Why are currency crises regional? ,"
Journal of International Money and Finance ,
Elsevier, vol. 18(4), pages 603-617, August.
[Downloadable!] (restricted)
Other versions:
Reuven Glick & Andrew K. Rose, 1998.
"Contagion and Trade: Why Are Currency Crises Regional? ,"
NBER Working Papers
6806, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Glick, Reuven & Rose, Andrew K, 1998.
"Contagion and Trade: Why are Currency Crises Regional ,"
CEPR Discussion Papers
1947, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Reuven Glick & Andrew K. Rose, 1998.
"Contagion and trade: why are currency crises regional? ,"
Pacific Basin Working Paper Series
98-03, Federal Reserve Bank of San Francisco.
[Downloadable!] Kaminsky, Graciela & Lizondo, Saul & Reinhart, Carmen M., 1997.
"Leading indicators of currency crises ,"
Policy Research Working Paper Series
1852, The World Bank.
[Downloadable!]
Other versions:
Graciela Laura Kaminsky, 1997.
"Leading Indicators of Currency Crises ,"
IMF Working Papers
97/79, International Monetary Fund.
Reinhart, Carmen & Kaminsky, Graciela & Lizondo, Saul, 1998.
"Leading Indicators of Currency Crises ,"
MPRA Paper
6981, University Library of Munich, Germany.
[Downloadable!] Flood, Robert P. & Garber, Peter M., 1984.
"Collapsing exchange-rate regimes : Some linear examples ,"
Journal of International Economics ,
Elsevier, vol. 17(1-2), pages 1-13, August.
[Downloadable!] (restricted)
Catherine A. Pattillo & Andrew Berg, 1998.
"Are Currency Crises Predictable? A Test ,"
IMF Working Papers
98/154, International Monetary Fund.
Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996.
"Financial Crises in Emerging Markets: The Lessons from 1995 ,"
NBER Working Papers
5576, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Darvas, Zsolt & Szapary, Gyorgy, 2000.
"Financial Contagion in Five Small Open Economies: Does the Exchange Rate Regime Really Matter? ,"
International Finance ,
Blackwell Publishing, vol. 3(1), pages 25-51, April.
[Downloadable!] (restricted)
Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000.
"Assessing financial vulnerability, an early warning system for emerging markets: Introduction ,"
MPRA Paper
13629, University Library of Munich, Germany.
[Downloadable!]
Arias, Guillaume & Erlandsson, Ulf, 2004.
"Regime switching as an alternative early warning system of currency crises - an application to South-East Asia ,"
Working Papers
2004:11, Lund University, Department of Economics.
[Downloadable!]
Burkart, Oliver & Coudert, Virginie, 2002.
"Leading indicators of currency crises for emerging countries ,"
Emerging Markets Review ,
Elsevier, vol. 3(2), pages 107-133, June.
[Downloadable!] (restricted)
Krugman, Paul, 1979.
"A Model of Balance-of-Payments Crises ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 11(3), pages 311-25, August.
[Downloadable!] (restricted)
Abdul Abiad, 2003.
"Early Warning Systems: A Survey and a Regime-Switching Approach ,"
IMF Working Papers
03/32, International Monetary Fund.
[Downloadable!]
Kaminsky, Graciela L. & Reinhart, Carmen M., 2000.
"On crises, contagion, and confusion ,"
Journal of International Economics ,
Elsevier, vol. 51(1), pages 145-168, June.
[Downloadable!] (restricted)
Other versions: Hali J. Edison, 2003.
"Do indicators of financial crises work? An evaluation of an early warning system ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 8(1), pages 11-53.
[Downloadable!]
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