IDEAS home Printed from https://ideas.repec.org/b/elg/eebook/3124.html
   My bibliography  Save this book

Currency Crises

Author

Listed:
  • André Fourçans
  • Raphaël Franck

Abstract

André Fourçans and Raphaël Franck assert that models concerning the outbreak and the propagation of currency crises share many similarities and may therefore be studied together. Theoretical developments in the currency crises literature lead to three distinct types of models. The authors focus on these first, second and third-generation models of currency crises and also discuss the role of the international financial system in preventing currency crises.

Suggested Citation

  • André Fourçans & Raphaël Franck, 2003. "Currency Crises," Books, Edward Elgar Publishing, number 3124.
    • Handle: RePEc:elg:eebook:3124
    as

    Download full text from publisher

    File URL: http://www.e-elgar.com/shop/isbn/9781843764335
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Seyma Caliskan Cavdar & Alev Dilek Aydin, 2015. "An Empirical Analysis for the Prediction of a Financial Crisis in Turkey through the Use of Forecast Error Measures," JRFM, MDPI, vol. 8(3), pages 1-18, August.
    2. Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
    3. Markus Holopainen & Peter Sarlin, 2017. "Toward robust early-warning models: a horse race, ensembles and model uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1933-1963, December.
    4. Dorina Marghescu & Peter Sarlin & Shuhua Liu, 2010. "Early‐warning analysis for currency crises in emerging markets: A revisit with fuzzy clustering," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 17(3‐4), pages 143-165, July.
    5. Fuat SEKMEN & Murat KURKCU, 2014. "An Early Warning System for Turkey: The Forecasting Of Economic Crisis by Using the Artificial Neural Networks," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 4(4), pages 529-543, April.
    6. Gara Minguez-Afonso, 2007. "Imperfect Common Knowledge in First-Generation Models of Currency Crises," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 81-112, March.
    7. Peltonen, Tuomas A., 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank.
    8. Mei Li & Frank Milne, 2007. "The Role Of Large Players In A Dynamic Currency Attack Game," Working Paper 1148, Economics Department, Queen's University.
    9. Minguez-Afonso, Gara, 2006. "Imperfect common knowledge in first generation models of currency crises," LSE Research Online Documents on Economics 24509, London School of Economics and Political Science, LSE Library.
    10. Brian L. Bentick & Mervyn K. Lewis, 2004. "Real Estate Speculation as a Source of Banking and Currency Instability: Some Different Lessons from the Asian Crisis," The Economic and Labour Relations Review, , vol. 14(2), pages 256-275, January.
    11. Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682, arXiv.org, revised Apr 2016.
    12. Rakesh Padhan & K. P. Prabheesh, 2019. "Effectiveness Of Early Warning Models: A Critical Review And New Agenda For Future Direction," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(4), pages 457-484, December.
    13. Fioramanti, Marco, 2008. "Predicting sovereign debt crises using artificial neural networks: A comparative approach," Journal of Financial Stability, Elsevier, vol. 4(2), pages 149-164, June.

    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • G0 - Financial Economics - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:elg:eebook:3124. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Darrel McCalla (email available below). General contact details of provider: http://www.e-elgar.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.