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Explaining Currency Crises: A Duration Model Approach
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Cited by:
- Alexis CRUZ-RODRIGUEZ, 2016.
"Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?,"
Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 377-392, June.
- Cruz-Rodríguez, Alexis, 2016. "Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?," MPRA Paper 71949, University Library of Munich, Germany.
- Klaassen, Franc & Jager, Henk, 2011. "Definition-consistent measurement of exchange market pressure," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 74-95, February.
- Joseph E. Gagnon, 2010. "Currency Crashes in Industrial Countries: What Determines Good and Bad Outcomes?," International Finance, Wiley Blackwell, vol. 13(2), pages 165-194, August.
- Mohammad Karimi & Marcel Voia, 2015.
"Identifying extreme values of exchange market pressure,"
Empirical Economics, Springer, vol. 48(3), pages 1055-1078, May.
- Mohammad Karimi & Marcel-Cristian Voia, 2011. "Identifying Extreme Values of Exchange Market Pressure," Carleton Economic Papers 11-10, Carleton University, Department of Economics.
- Balaga Mohana Rao & Puja Padhi, 2020. "Common Determinants of the Likelihood of Currency Crises in BRICS," Global Business Review, International Management Institute, vol. 21(3), pages 698-712, June.
- Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises : The role of macroeconomic fundamentals and crises management policies," Post-Print halshs-00639869, HAL.
- Chong, Terence T.L. & Yan, Isabel K., 2018.
"Forecasting currency crises with threshold models,"
International Economics, Elsevier, vol. 156(C), pages 156-174.
- Terence T.L. Chong & Isabel K. Yan, 2018. "Forecasting currency crises with threshold models," International Economics, CEPII research center, issue 156, pages 156-174.
- Tamgac, Unay, 2013. "Duration of fixed exchange rate regimes in emerging economies," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 439-467.
- Gagnon, Joseph E., 2009.
"Currency crashes and bond yields in industrial countries,"
Journal of International Money and Finance, Elsevier, vol. 28(1), pages 161-181, February.
- Joseph E. Gagnon, 2005. "Currency Crashes and Bond Yields in Industrial Countries," International Finance Discussion Papers 837, Board of Governors of the Federal Reserve System (U.S.).
- Menna Bizuneh, 2022. "Are We Floating Yet? Duration of Fixed Exchange Rate Regimes," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(1), pages 63-89, January.
- Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014.
"Currency crisis early warning systems: Why they should be dynamic,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014. "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print hal-01385975, HAL.
- Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu, 2014. "Currency Crisis Early Warning Systems: Why They should be Dynamic," Working Papers 2014-161, Department of Research, Ipag Business School.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO 399, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Ryota Nakatani, 2017.
"The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(11), pages 2545-2561, November.
- Ryota Nakatani, 2014. "The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models," UTokyo Price Project Working Paper Series 043, University of Tokyo, Graduate School of Economics.
- Ismael Arciniegas Rueda, 2012. "Empirical Analysis Of Speculative Attacks With Contractionary Real Effects," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(2), pages 102-127, April.
- Abiad, Abdul & Bluedorn, John & Guajardo, Jaime & Topalova, Petia, 2015.
"The Rising Resilience of Emerging Market and Developing Economies,"
World Development, Elsevier, vol. 72(C), pages 1-26.
- Mr. Abdul d Abiad & Mr. John C Bluedorn & Mr. Jaime Guajardo & Petia Topalova, 2012. "The Rising Resilience of Emerging Market and Developing Economies," IMF Working Papers 2012/300, International Monetary Fund.
- Fiess, Norbert & Shankar, Rashmi, 2009. "Determinants of exchange rate regime switching," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 68-98, February.
- Bicaba, Zorobabel & Kapp, Daniel & Molteni, Francesco, 2014.
"Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies,"
Economic Modelling, Elsevier, vol. 43(C), pages 346-360.
- Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies," Documents de travail du Centre d'Economie de la Sorbonne 11064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Zorobabel Bicaba & Daniel Kapp & Francesco Molteni, 2011. "Stability periods between financial crises : The role of macroeconomic fundamentals and crises management policies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639869, HAL.
- M. Kabir Hassan & Jung Suk-Yu, 2007. "Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African Stock Markets," NFI Working Papers 2007-WP-31, Indiana State University, Scott College of Business, Networks Financial Institute.
- Guy Debelle & Gabriele Galati, 2007.
"Current Account Adjustment and Capital Flows,"
Review of International Economics, Wiley Blackwell, vol. 15(5), pages 989-1013, November.
- Gabriele Galati & Guy Debelle, 2005. "Current account adjustment and capital flows," BIS Working Papers 169, Bank for International Settlements.
- Jo-Hui Chen & Chih-Sean Chen, 2012. "The study of contagious paces of financial crises," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1825-1846, October.
- Sébastien Wälti, 2005.
"The duration of fixed exchange rate regimes,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp96, IIIS.
- S bastien W lti, 2005. "The duration of fixed exchange rate regimes," Trinity Economics Papers 2000518, Trinity College Dublin, Department of Economics.
- Nyoni, Thabani, 2019. "An ARIMA analysis of the Indian Rupee/USD exchange rate in India," MPRA Paper 96908, University Library of Munich, Germany.
- Mohammad Karimi & Marcel‐Cristian Voia, 2019.
"Empirics of currency crises: A duration analysis approach,"
Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 428-449, July.
- Mohammad Karimi & Marcel-Cristian Voia, 2011. "Empirics of Currency Crises: A Duration Analysis Approach," Carleton Economic Papers 11-11, Carleton University, Department of Economics.
- Mohammad Karimi & Marcel-Cristian Voia, 2019. "Empirics of currency crises: A duration analysis approach," Post-Print hal-03528952, HAL.
- Sean Barrett, 2005. "Risk Equalisation and Competition in the Irish Health Insurance Market," Trinity Economics Papers 200058, Trinity College Dublin, Department of Economics.
- Farshid Pourshahabi & Nazar Dahmardeh, 2015. "Economic Sanctions, Speculative Attacks and Currency Crisis," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(2), pages 340-355, February.
- Chander KANT, 2008. "Relationship between Different Types of Private Capital Flows to Developing Countries," EcoMod2008 23800056, EcoMod.
- Cruz-Rodríguez, Alexis, 2016. "Exchange Arrangements and Speculative Attacks: Is there a link?," MPRA Paper 72359, University Library of Munich, Germany.
- Chen & Jo-Hui & Hussain & Sabbor & Chen & Fu-Ying, 2023. "The Relationship between VIX and Technical Indicator: The Analysis of Shared-Frailty Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(3), pages 1-5.
- Jo-Hui Chen, 2010. "Gender difference and job replacement for mutual fund," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(4), pages 661-671, June.
- Trebesch, Christoph, 2008. "Delays in Sovereign Debt Restructurings. Should we really blame the creditors?," Proceedings of the German Development Economics Conference, Zurich 2008 44, Verein für Socialpolitik, Research Committee Development Economics.
- Jung-Suk Yu & Kabir Hassan, 2008. "Rational Speculative Bubbles: An Empirical Investigation of the Middle East and North African (MENA) Stock Markets," Working Papers 388, Economic Research Forum, revised 01 Jan 2008.
- Jung‐Suk Yu & M. Kabir Hassan, 2010. "Rational speculative bubbles in MENA stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 27(3), pages 247-264, August.
- repec:tcd:wpaper:tep8 is not listed on IDEAS
- Mr. Thomson Fontaine, 2005. "Currency Crises in Developed and Emerging Market Economies: A Comparative Empirical Treatment," IMF Working Papers 2005/013, International Monetary Fund.