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Nonparametric EWS Models of Currency and Banking Crises for East Asia

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  • Juzhong Zhuang

Abstract

This chapter presents two early warning system (EWS) models, one for currency crises, the other for banking crises. The two models follow the signaling approach pioneered by Kaminsky and Reinhart (1999). They are estimated using monthly data of six East Asian countries—Indonesia, Republic of Korea (Korea), Malaysia, Philippines, Singapore, and Thailand—and, therefore, may be considered “regional models.” In contrast, empirical EWS models reported in existing studies were often estimated using data of 20–30 countries, including both developed and developing countries, and thus can be considered “global models.”

Suggested Citation

  • Juzhong Zhuang, 2005. "Nonparametric EWS Models of Currency and Banking Crises for East Asia," Palgrave Macmillan Books,, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-0-230-50106-5_4
    DOI: 10.1057/9780230501065_4
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    Cited by:

    1. Ammar Hamad Khalaf, 2018. "Foreign Exchange Market Pressure Index And Monetary Policy In Iraq," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(219), pages 61-82, October –.
    2. Pham, Thi Hoang Anh, 2017. "Are global shocks leading indicators of currency crisis in Viet Nam?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 605-615.

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