A Model Forecasting Risk for Emerging Market Currencies
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Volume (Year): 14 (2007)
Issue (Month): 4 (December)
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- Graciela Kaminsky & Saul Lizondo & Carmen M. Reinhart, 1998.
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- Reinhart, Carmen & Kaminsky, Graciela & Lizondo, Saul, 1998. "Leading Indicators of Currency Crises," MPRA Paper 6981, University Library of Munich, Germany.
- Christiano, Lawrence J. & Ljungqvist, Lars, 1988. "Money does Granger-cause output in the bivariate money-output relation," Journal of Monetary Economics, Elsevier, vol. 22(2), pages 217-235, September.
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"What caused the Asian currency and financial crisis?,"
Japan and the World Economy,
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- Corsetti, G. & Pesenti, P. & Roubini, N., 1998. "What Caused the Asian Currency and Financial Crisis?," Papers 343, Banca Italia - Servizio di Studi.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "What Caused the Asian Currency and Financial Crisis?," Temi di discussione (Economic working papers) 343, Bank of Italy, Economic Research and International Relations Area.
- Campbell R. Harvey, 1994.
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4621, National Bureau of Economic Research, Inc.
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"Forecast Evaluation and Combination,"
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0192, National Bureau of Economic Research, Inc.
- Engel, Charles & Hamilton, James D, 1990. "Long Swings in the Dollar: Are They in the Data and Do Markets Know It?," American Economic Review, American Economic Association, vol. 80(4), pages 689-713, September.
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