A Perspectiveon Predicting Currency Crises
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References listed on IDEAS
- Cumby, Robert E. & Van Wijnbergen, Sweder, 1989.
"Financial policy and speculative runs with a crawling peg: Argentina 1979-1981,"
Journal of International Economics,
Elsevier, vol. 27(1-2), pages 111-127, August.
- Robert E. Cumby & Sweder van Wijnbergen, 1987. "Finanial Policy and Speculative Runs with a Crawling Peg: Argentina 1979-1981," NBER Working Papers 2376, National Bureau of Economic Research, Inc.
- Salant, Stephen W & Henderson, Dale W, 1978. "Market Anticipations of Government Policies and the Price of Gold," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 627-648, August.
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KeywordsCurrency crises; Currencies; Economic forecasting; Devaluation; Financial crisis; Forecasting models; Speculative attacks; fixed exchange rate; Monte Carlo; probabilities; standard deviation; probability; correlation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-30 (All new papers)
- NEP-CBA-2010-10-30 (Central Banking)
- NEP-FOR-2010-10-30 (Forecasting)
- NEP-IFN-2010-10-30 (International Finance)
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