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A study on KLR financial crisis early-warning model

Listed author(s):
  • Jianping Shi

    ()

  • Yu Gao

    ()

Registered author(s):

    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11459-010-0013-4
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    Article provided by Springer & Higher Education Press in its journal Frontiers of Economics in China.

    Volume (Year): 5 (2010)
    Issue (Month): 2 (June)
    Pages: 254-275

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    Handle: RePEc:spr:frecch:v:5:y:2010:i:2:p:254-275
    DOI: 10.1007/s11459-010-0013-4
    Contact details of provider: Web page: http://www.springer.com

    Order Information: Web: http://journal.hep.com.cn/fec/EN/1673-3444/current.shtml

    References listed on IDEAS
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    1. Swart R. Ghosh & Atish R. Ghosh, 2002. "Structural Vulnerabilities and Currency Crises," IMF Working Papers 02/9, International Monetary Fund.
    2. Graciela Laura Kaminsky, 1999. "Currency and Banking Crises; The Early Warnings of Distress," IMF Working Papers 99/178, International Monetary Fund.
    3. Kaminsky, Graciela & Lizondo, Saul & Reinhart, Carmen M., 1997. "Leading indicators of currency crises," Policy Research Working Paper Series 1852, The World Bank.
    4. Catherine A Pattillo & Andrew Berg, 1998. "Are Currency Crises Predictable? A Test," IMF Working Papers 98/154, International Monetary Fund.
    5. Jeffrey A. Frankel & Andrew K. Rose, 1996. "Currency crashes in emerging markets: an empirical treatment," International Finance Discussion Papers 534, Board of Governors of the Federal Reserve System (U.S.).
    6. Lestano & Jan Jacobs & Gerard H. Kuper, 2004. "Indicators of financial crises do work! An early-warning system for six Asian countries," International Finance 0409004, EconWPA.
    7. Reinhart, Carmen & Kaminsky, Graciela & Goldstein, Morris, 2000. "Notes on contagion," MPRA Paper 24569, University Library of Munich, Germany.
    8. James D. Hamilton & Oscar Jorda, 2000. "A Model for the Federal Funds Rate Target," NBER Working Papers 7847, National Bureau of Economic Research, Inc.
    9. Reinhart, Carmen & Kaminsky, Graciela, 2000. "Crisis financieras en Asia y Latinoamerica: ahora y entonces
      [Financial Crises in Asia and Latin America Different: Then and Now]
      ," MPRA Paper 13735, University Library of Munich, Germany.
    10. Carmen M. Reinhart, 2002. "Default, Currency Crises and Sovereign Credit Ratings," NBER Working Papers 8738, National Bureau of Economic Research, Inc.
    11. Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos
      [The twin crises: Te causes of banking and balance of payments problems]
      ," MPRA Paper 13842, University Library of Munich, Germany.
    12. Graciela L. Kaminsky & Carmen M. Reinhart, 2001. "Bank Lending and Contagion: Evidence from the Asian Crisis," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10, pages 73-99 National Bureau of Economic Research, Inc.
    13. Fratzscher, M., 1999. "What Causes Currency Crises: Sunspots, Contagion or Fundamentals?," Economics Working Papers eco99/39, European University Institute.
    14. A. Berg & C. Pattillo, 1999. "What Caused the Asian Crises: An Early Warning System Approach," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 28(3), pages 285-334, November.
    15. Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Végh, 2003. "The Unholy Trinity of Financial Contagion," Journal of Economic Perspectives, American Economic Association, vol. 17(4), pages 51-74, Fall.
    16. Andrew Berg & Eduardo Borensztein & Catherine Pattillo, 2005. "Assessing Early Warning Systems: How Have They Worked in Practice?," IMF Staff Papers, Palgrave Macmillan, vol. 52(3), pages 1-5.
    17. Berg, Andrew & Pattillo, Catherine, 1999. "Predicting currency crises:: The indicators approach and an alternative," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 561-586, August.
    18. Graciela L. Kaminsky, 2003. "Varieties of Currency Crises," NBER Working Papers 10193, National Bureau of Economic Research, Inc.
    19. Kristin Forbes & Roberto Rigobon, 2000. "Contagion in Latin America: Definitions, Measurement, and Policy Implications," NBER Working Papers 7885, National Bureau of Economic Research, Inc.
    20. Graciela Laura Kaminsky, 1997. "Leading Indicators of Currency Crises," IMF Working Papers 97/79, International Monetary Fund.
    21. 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.
    22. 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.
    23. Kaminsky, Graciela L., 2006. "Currency crises: Are they all the same?," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 503-527, April.
    24. Catherine A Pattillo & Andrew Berg & Gian M Milesi-Ferretti & Eduardo Borensztein, 2000. "Anticipating Balance of Payments Crises--The Role of Early Warning Systems; The Role of Early Warning Systems," IMF Occasional Papers 186, International Monetary Fund.
    25. P.J.G. Vlaar, 1999. "Currency Crises Models for Emerging Markets," WO Research Memoranda (discontinued) 595, Netherlands Central Bank, Research Department.
    26. Zhiwei Zhang, 2001. "Speculative Attacks in the Asian Crisis," IMF Working Papers 01/189, International Monetary Fund.
    27. Abdul d Abiad, 2003. "Early Warning Systems; A Survey and a Regime-Switching Approach," IMF Working Papers 03/32, International Monetary Fund.
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