Predicting exchange rate crises : Mexico revisited
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Klein, Michael W. & Marion, Nancy P., 1997. "Explaining the duration of exchange-rate pegs," Journal of Development Economics, Elsevier, vol. 54(2), pages 387-404, December.
- Thomson Fontaine, 2005. "Currency Crises in Developed and Emerging Market Economies; A Comparative Empirical Treatment," IMF Working Papers 05/13, International Monetary Fund.
- repec:kap:iaecre:v:5:y:1999:i:3:p:277-288 is not listed on IDEAS
- Ramon Moreno, 1995.
"Macroeconomic behavior during periods of speculative pressure or realignment: evidence from Pacific Basin economies,"
Federal Reserve Bank of San Francisco, pages 3-16.
- Ramon Moreno, 1995. "Macroeconomic behavior during periods of speculative pressure or realignment: evidence from Pacific Basin economies," Pacific Basin Working Paper Series 95-05, Federal Reserve Bank of San Francisco.
- Alessandro Prati & Massimo Sbracia, 2002.
"Currency crises and uncertainty about fundamentals,"
Temi di discussione (Economic working papers)
446, Bank of Italy, Economic Research and International Relations Area.
- M. Sbracia & Alessandro Prati, 2002. "Currency Crises and Uncertainty About Fundamentals," IMF Working Papers 02/3, International Monetary Fund.
- Prof.Dr. Cevat GERNI & Doc.Dr. O. Selcuk EMSEN & Dr. M. Kemal DEGER, 2005. "Erken Uyari Sistemlerý Yoluyla Turkiye’Deki Ekonomik Krizlerin Analizi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 2(1), pages 39-62, November.
- Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
- Kletzer, Kenneth & Spiegel, Mark M., 2004.
"Sterilization costs and exchange rate targeting,"
Journal of International Money and Finance,
Elsevier, vol. 23(6), pages 897-915, October.
- Kenneth Kletzer & Mark Spiegel, 1999. "Sterilization costs and exchange rate targeting," Pacific Basin Working Paper Series 99-03, Federal Reserve Bank of San Francisco.
- Keltzer, K. & Spiegel, M., 1999. "Sterilization Costs and Exchange Rate Targeting," Papers pb99-03, Economisch Institut voor het Midden en Kleinbedrijf-.
- Karl Whelan, 2013. "Sovereign default and the euro," Oxford Review of Economic Policy, Oxford University Press, vol. 29(3), pages 478-501, AUTUMN.
- repec:onb:oenbwp:y::i:25:b:1 is not listed on IDEAS
- Stuart Landon & Constance E. Smith, 2003.
"The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen--Dollar Rate,"
Review of International Economics,
Wiley Blackwell, vol. 11(1), pages 144-158, February.
- Landon, Stuart & Smith, Constance, 1999. "The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate," MPRA Paper 9775, University Library of Munich, Germany.
- Inci Ötker & Ceyla Pazarbaşioĝlu, 1996.
"Speculative attacks and currency crises: The Mexican experience,"
Open Economies Review,
Springer, vol. 7(1), pages 535-552, March.
- Inci Ötker & Ceyla Pazarbasioglu, 1995. "Speculative Attacks and Currency Crises; The Mexican Experience," IMF Working Papers 95/112, International Monetary Fund.
- Joseph Aschheim & Costas Christou & P. Swamy & George Tavlas, 1996. "A random coefficient model of speculative attacks: The case of the Mexican peso," Open Economies Review, Springer, vol. 7(1), pages 553-571, March.
- Tassos Anastasatos & Ian R. Davidson, 2004. "An Empirical Characterisation of Speculative Pressure: A Comprehensive Panel Study Using LDV Models in High Frequency," Discussion Paper Series 2004_8, Department of Economics, Loughborough University, revised Aug 2004.
- Fernando A. Ribeiro Soares & Mauricio Barata de Paula Pinto & Tito Belchior Silva Moreira, 2010. "An alternative methodology for testing currency crises resulting from imbalances in macroeconomic fundamentals," Applied Financial Economics, Taylor & Francis Journals, vol. 20(13), pages 1051-1056.
- William R. Melick, 1996. "Estimation of speculative attack models: Mexico yet again," BIS Working Papers 36, Bank for International Settlements.
- Morales Vásquez, Daniel, 2011. "Presiones cambiarias en el Perú: Un enfoque no lineal," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 57-71.
- Peltonen, Tuomas, 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank.
- Mohammad Karimi & Marcel-Cristian Voia, 2011. "Empirics of Currency Crises: A Duration Analysis Approach," Carleton Economic Papers 11-11, Carleton University, Department of Economics.
- Safdar Ullah Khan & Omar Farooq Saqib, 2008. "An Analysis of Pakistan's Vulnerability to Crisis," SBP Working Paper Series 21, State Bank of Pakistan, Research Department.
- Martinez Peria, Maria Soledad, 1997.
"Understanding Devaluations in Latin America: A 'Bad Fundamentals' Approach,"
Center for International and Development Economics Research, Working Paper Series
qt1h89j1pp, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- Maria Soledad Martinez Peria, 1998. "Understanding Devaluations in Latin America: A "Bad Fundamentals" Approach," International Finance 9805004, University Library of Munich, Germany.
- Schnatz, Bernd, 1998. "Macroeconomic determinants of currency turbulences in emerging markets," Discussion Paper Series 1: Economic Studies 1998,03e, Deutsche Bundesbank.
- Haidar, Jamal Ibrahim, 2012.
"Currency crisis transmission through international trade,"
Elsevier, vol. 29(2), pages 151-157.
- Jamal Ibrahim Haidar, "undated". "Currency Crisis Transmission through International Trade," Working Paper 309956, Harvard University OpenScholar.
- Pavel Trunin & M. Kamenskih, 2007. "Monitoring Financial Stability In Developing Economies (Case of Russia)," Research Paper Series, Gaidar Institute for Economic Policy, issue 111.
- Miller, Victoria, 2004. "When zero interest rate differentials signal a lack of currency peg credibility," Economics Letters, Elsevier, vol. 82(3), pages 357-361, March.
- Asli GUNAY & Kivilcim METIN-OZCAN & Umit OZLALE, "undated". "Measuring the Probability of Crises in the Turkish Economy," Middle East and North Africa 330400032, EcoMod.
- Miller, V., 1998. "Domestic bank runs and speculative attacks on foreign currencies," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 331-338, April.
- Pazarbasioglu, Ceyla & Otker, Inci, 1997. "Likelihood versus timing of speculative attacks: A case study of Mexico," European Economic Review, Elsevier, vol. 41(3-5), pages 837-845, April.
- Peria, Maria Soledad Martinez, 1999. "A regime - switching approach to studying speculative attacks : focus on European Monetary System crises," Policy Research Working Paper Series 2132, The World Bank.
- Barry Eichengreen & Andrew K. Rose, 1999. "Contagious Currency Crises: Channels of Conveyance," NBER Chapters,in: Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues (NBER-EASE volume 7), pages 29-56 National Bureau of Economic Research, Inc.
- Ho-Don Yan, 1999. "Intertemporal current account balance and the East Asian currency crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(3), pages 277-288, August.
- Enrique G. Mendoza & Martin Uribe, 1998. "The business cycles of currency speculation: a revision of the Mundellian framework," International Finance Discussion Papers 617, Board of Governors of the Federal Reserve System (U.S.).
- Cartapanis, Andre & Dropsy, Vincent & Mametz, Sophie, 2002. "The Asian Currency Crises: Vulnerability, Contagion, or Unsustainability," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 79-91, February.
- Giancarlo Marini & Giovanni Piersanti, 2012. "Models of Speculative Attacks and Crashes in International Capital Markets," CEIS Research Paper 245, Tor Vergata University, CEIS, revised 24 Jul 2012.
- William C. Gruben, 1996. "Policy priorities and the Mexican exchange rate crisis," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 19-29.
- Otker, Inci & Pazarbasioglu, Ceyla, 1997. "Speculative attacks and macroeconomic fundamentals: evidence from some European currencies," European Economic Review, Elsevier, vol. 41(3-5), pages 847-860, April.
- Enrique G. Mendoza & Martin Uribe, 1999. "Devaluation Risk and the Syndrome of Exchange-Rate-Based Stabilizations," NBER Working Papers 7014, National Bureau of Economic Research, Inc.
- Baek, In-Mee, 2001. "The determinants of the survival of realigned exchange rate arrangements in emerging economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(4), pages 461-475.
- Brana, Sophie & Chenaf-Nicet, Dalila, 2001. "Indicateurs avancés de crise de change : un examen critique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(4), pages 569-592, décembre.
- Carrera, Jose M., 1999. "Speculative attacks to currency target zones: A market microstructure approach," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 555-582, December.