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Index of Exchange Market Pressure (EMP): Specifics of Emerging Markets

  • Fedorova, Ye.

    (The All-Russian Distance Institute of Finance and Economics, Moscow, Russia)

  • Lukasevich, I.

    (The All-Russian Distance Institute of Finance and Economics, Moscow, Russia)

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    This article discusses the methodological approaches to the definition of the index of exchange market pressure, considers its application. EMP is calculated for 49 developed and emerging countries, particularly for the analysis of integration processes between the economies. The results can be recommended to develop the anti-crisis economic policy.

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    File URL: http://www.econorus.org/repec/journl/2012-14-51-66r.pdf
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    Article provided by New Economic Association in its journal Journal of the New Economic Association.

    Volume (Year): 14 (2012)
    Issue (Month): 2 ()
    Pages: 51-66

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    Handle: RePEc:nea:journl:y:2012:i:14:p:51-66
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    1. Weymark, Diana N, 1997. "Measuring the degree of exchange market intervention in a small open economy," Journal of International Money and Finance, Elsevier, vol. 16(1), pages 55-79, February.
    2. Bracker, Kevin & Koch, Paul D., 1999. "Economic determinants of the correlation structure across international equity markets," Journal of Economics and Business, Elsevier, vol. 51(6), pages 443-471.
    3. Graciela Kaminsky & Saul Lizondo & Carmen M. Reinhart, 1998. "Leading Indicators of Currency Crises," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 1-48, March.
    4. 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.
    5. Eichengreen, Barry & Rose, Andrew & Wyplosz, Charles, 1996. " Contagious Currency Crises: First Tests," Scandinavian Journal of Economics, Wiley Blackwell, vol. 98(4), pages 463-84, December.
    6. Masson, Paul, 1999. "Contagion:: macroeconomic models with multiple equilibria," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 587-602, August.
    7. Reinhart, Carmen & Kaminsky, Graciela, 1998. "On crises, contagion, and confusion," MPRA Paper 13709, University Library of Munich, Germany.
    8. Hale, Galina & Arteta, Carlos, 2009. "Currency crises and foreign credit in emerging markets: Credit crunch or demand effect?," European Economic Review, Elsevier, vol. 53(7), pages 758-774, October.
    9. Fabian Valencia & Luc Laeven, 2008. "Systemic Banking Crises; A New Database," IMF Working Papers 08/224, International Monetary Fund.
    10. Pozo, Susan & Amuedo-Dorantes, Catalina, 2003. "Statistical distributions and the identification of currency crises," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 591-609, August.
    11. Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability : The Case of East Asia," The Warwick Economics Research Paper Series (TWERPS) 776, University of Warwick, Department of Economics.
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