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Citations for "Are Currency Crises Predictable? A Test"

by Andrew Berg & Catherine Pattillo

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  1. Hakan Yilmazkuday, 2009. "The Effects of Currency Crises in Emerging Markets on the Industrial Sector: An Alternative Regime-Shifting Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(1), pages 31-48, January.
  2. R. Gaston Gelos & Shang-Jin Wei, 2002. "Transparency and International Investor Behavior," NBER Working Papers 9260, National Bureau of Economic Research, Inc.
  3. Riad Dahel, "undated". "On the Predictability of Currency Crises: The Use of Indicators in the Case of Arab Countries," API-Working Paper Series 0003, Arab Planning Institute - Kuwait, Information Center.
  4. Frankel, Jeffrey A. & Saravelos, George, 2012. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Scholarly Articles 9642637, Harvard Kennedy School of Government.
  5. Tejada, César A. O. & Portugal, Marcelo S., 2002. "Credibility and Reputation: An Application of the External Circumstances Model for the Real Plan," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 56(4), October.
  6. Marc-André Gosselin & Nicolas Parent, 2005. "An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia," Staff Working Papers 05-38, Bank of Canada.
  7. Federico Marongiu, 2005. "Towards A New Set Of Leading Indicators Of Currency Crisis For Developing Countries: An Application To Argentina," Public Economics 0512011, EconWPA.
  8. Comelli, Fabio, 2012. "Emerging market sovereign bond spreads: Estimation and back-testing," Emerging Markets Review, Elsevier, vol. 13(4), pages 598-625.
  9. Knedlik, Tobias, 2006. "Signaling Currency Crises in South Africa," IWH Discussion Papers 19/2006, Halle Institute for Economic Research (IWH).
  10. Kalantzis, Y. & Zignago, S. & To wbin, P., 2014. "Ajustement international et rééquilibrage de la demande mondiale : où en sommes-nous ?," Bulletin de la Banque de France, Banque de France, issue 195, pages 21-34.
  11. Reuven Glick & Michael M. Hutchison, "undated". "Banking and Currency Crises: How Common Are Twins?," EPRU Working Paper Series 99-20, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  12. Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2009. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Post-Print halshs-00372728, HAL.
  13. Petr Hájek & Michal Střižík & Pavel Praks & Petr Kadeřábek, 2009. "Možnosti využití přístupu latentní sémantiky při předpovídání finančních krizí
    [Possibilities of Financial Crises Forecasting with Latent Semantic Indexing]
    ," Politická ekonomie, University of Economics, Prague, vol. 2009(6), pages 754-768.
  14. Calderón, César & Kubota, Megumi, 2013. "Sudden stops: Are global and local investors alike?," Journal of International Economics, Elsevier, vol. 89(1), pages 122-142.
  15. Flandreau, Marc & Flores Zendejas, Juan Huitzilihuitl & Gaillard, Norbert & Nieto-Parra, Sebastián, 2009. "The End of Gatekeeping: Underwriters and the Quality of Sovereign Bond Markets, 1815-2007," CEPR Discussion Papers 7347, C.E.P.R. Discussion Papers.
  16. Bunda, Irina & Ca' Zorzi, Michele, 2009. "Signals from housing and lending booms," Working Paper Series 1094, European Central Bank.
  17. 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.
  18. Thomson Fontaine, 2005. "Currency Crises in Developed and Emerging Market Economies; A Comparative Empirical Treatment," IMF Working Papers 05/13, International Monetary Fund.
  19. Yong Ma & Yulu Chen, 2014. "Financial Imbalance Index as a New Early Warning Indicator: Methods and Applications in the Chinese Economy," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(6), pages 64-86, November.
  20. Fratzscher, Marcel, 2002. "On currency crises and contagion," Working Paper Series 0139, European Central Bank.
  21. J L Ford & Bagus Santoso & N J Horsewood, 2007. "Asian Currency Crises: Do Fundamentals still Matter? A Markov-Switching Approach to Causes and Timing," Discussion Papers 07-07, Department of Economics, University of Birmingham.
  22. Sy, Amadou N.R., 2004. "Rating the rating agencies: Anticipating currency crises or debt crises?," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2845-2867, November.
  23. Shang-Jin Wei & R. G Gelos, 2002. "Transparency and International Investor Behavior," IMF Working Papers 02/174, International Monetary Fund.
  24. Jaehun Chung & Yongmiao Hong, 2013. "Model-Free Evaluation of Directional Predictability in Foreign Exchange," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  25. 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.
  26. Christian Hawkesby, 2000. "Maintaining financial system stability: the role of macro-prudential indicators," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 63, June.
  27. Christian A. Johnson, 2005. "Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 20(1), pages 95-121, June.
  28. Gupta, Poonam & Mishra, Deepak & Sahay, Ratna, 2007. "Behavior of output during currency crises," Journal of International Economics, Elsevier, vol. 72(2), pages 428-450, July.
  29. Bussiere, Matthieu & Fratzscher, Marcel, 2008. "Low probability, high impact: Policy making and extreme events," Journal of Policy Modeling, Elsevier, vol. 30(1), pages 111-121.
  30. Christopher M Meissner & Michael D Bordo, 2006. "The Role of Foreign Currency Debt in Financial Crises: 1880-1913 vs. 1972-1997," WEF Working Papers 0001, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  31. Ãzge ÃeÅmeci & A. Ãzlem Ãnder, 2008. "Determinants of Currency Crises in Emerging Markets: The Case of Turkey," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 44(5), pages 54-67, September.
  32. Jean-Louis COMBES & Patrick GUILLAUMONT, 2000. "Volatilité des prix des produits primaires, vulnérabilité et développement," Working Papers 200014, CERDI.
  33. Barry Eichengreen & Poonam Gupta & Ashoka Mody, 2008. "Sudden Stops and IMF-Supported Programs," NBER Chapters, in: Financial Markets Volatility and Performance in Emerging Markets, pages 219-266 National Bureau of Economic Research, Inc.
  34. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
  35. Ari, Ali & Dagtekin, Rustem, 2007. "Early Warning Signals of the 2000/2001 Turkish Financial Crisis," MPRA Paper 25857, University Library of Munich, Germany.
  36. Fernando Pineda G. & Hernán Piñeros G., "undated". "El indicador financiero único como mecanismo de alerta temprana: una nueva versión," Temas de Estabilidad Financiera 039, Banco de la Republica de Colombia.
  37. M. Sbracia & Alessandro Prati, 2002. "Currency Crises and Uncertainty About Fundamentals," IMF Working Papers 02/3, International Monetary Fund.
  38. Hoggarth, Glenn & Reis, Ricardo & Saporta, Victoria, 2002. "Costs of banking system instability: Some empirical evidence," Journal of Banking & Finance, Elsevier, vol. 26(5), pages 825-855, May.
  39. Makin Anthony J, 2005. "Feasible Limits for External Deficits and Debt," Global Economy Journal, De Gruyter, vol. 5(1), pages 1-16, March.
  40. Christian B. Mulder & Matthieu Bussière, 1999. "Political Instability and Economic Vulnerability," IMF Working Papers 99/46, International Monetary Fund.
  41. Alexis CRUZ-RODRIGUEZ, 2016. "Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 377-392, June.
  42. Andrea Pescatori & Amadou N R Sy, 2007. "Are Debt Crises Adequately Defined?," IMF Staff Papers, Palgrave Macmillan, vol. 54(2), pages 306-337, June.
  43. Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2012. "Leading indicators of crisis incidence: evidence from developed countries," Working Paper Series 1486, European Central Bank.
  44. Patrick Guillaumont, 2010. "Assessing the Economic Vulnerability of Small Island Developing States and the Least Developed Countries," Working Papers id:2625, eSocialSciences.
  45. Chowdhry, Bhagwan & Goyal, Amit, 2000. "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 135-152, May.
  46. Theo S. Eicher & Charis Christofides & Chris Papageorgiou, 2012. "Did Established Early Warning Signals Predict the 2008 Crises?," Working Papers UWEC-2012-05, University of Washington, Department of Economics.
  47. Bussière, Matthieu & Fratzscher, Marcel, 2002. "Towards a new early warning system of financial crises," Working Paper Series 0145, European Central Bank.
  48. Bauer, Christian & Herz, Bernhard & Karb, Volker, 2006. "How likely are macroeconomic crises in the CIS?," Research in International Business and Finance, Elsevier, vol. 20(2), pages 227-238, June.
  49. Sbughea Corina, 2013. "Financial And Currency Crises Over Time," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 96-101.
  50. Andreou, Andreas S. & Zombanakis, George A. & Georgopoulos, E. F. & Likothanassis, S. D., 2000. "In Search of a Warning Strategy Against Exchange-rate Attacks: Forecasting Tactics Using Artificial Neural Networks," MPRA Paper 18197, University Library of Munich, Germany.
  51. Ruben Atoyan & Patrick Conway, 2011. "Projecting macroeconomic outcomes: Evidence from the IMF," The Review of International Organizations, Springer, vol. 6(3), pages 415-441, September.
  52. Andrew Berg & Paolo Mauro & Eduardo Borensztein, 2002. "An Evaluation of Monetary Regime Options for Latin America," IMF Working Papers 02/211, International Monetary Fund.
  53. Steven B. Kamin & John W. Schindler & Shawna L. Samuel, 2001. "The contribution of domestic and external factors to emerging market devaluation crises: an early warning systems approach," International Finance Discussion Papers 711, Board of Governors of the Federal Reserve System (U.S.).
  54. Burkart, Oliver & Coudert, Virginie, 2002. "Leading indicators of currency crises for emerging countries," Emerging Markets Review, Elsevier, vol. 3(2), pages 107-133, June.
  55. John Calverley & Sarah Hewin & Kevin Grice, 2000. "Emerging Stock Markets after the Crises," SUERF Studies, SUERF - The European Money and Finance Forum, number 6 edited by Morten Balling, April.
  56. Libor Krkoska, 2001. "Assessing Macroeconomic Vulnerability in Central Europe," Post-Communist Economies, Taylor & Francis Journals, vol. 13(1), pages 41-55.
  57. María Luisa Saavedra García, 2008. "American financial crisis and its impact on Mexican economy," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 33(26), pages 11-41, july-dece.
  58. Manasse, Paolo & Roubini, Nouriel, 2009. ""Rules of thumb" for sovereign debt crises," Journal of International Economics, Elsevier, vol. 78(2), pages 192-205, July.
  59. Bordo, Michael D. & Meissner, Christopher M., 2006. "The role of foreign currency debt in financial crises: 1880-1913 versus 1972-1997," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3299-3329, December.
  60. Claudio Soto G. & Alberto Naudon D. & Eduardo López E. & Álvaro Aguirre R., 2004. "About International Reserve Adequacy: The Case of Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 7(3), pages 5-34, December.
  61. Dr. Alamedin Bannaga PhD, 2012. "Predicting and Explaining Currency Crisis in Sudan," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 2(7), pages 85-102, December.
  62. Gerardo Esquivel & Felipe Larraín, 2003. "¿Qué Sabemos Realmente sobre las Crisis Cambiarias?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 40(121), pages 656-667.
  63. Josef C. Brada & Vladimír Tomšík, 2009. "The Foreign Direct Investment Financial Life Cycle: Evidence of Macroeconomic Effects from Transition Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 45(3), pages 5-20, May.
  64. MIYAO Ryuzo, 2002. "Another Look at Origins of the Asian Crisis: Tests of External Borrowing Constraints," ESRI Discussion paper series 011, Economic and Social Research Institute (ESRI).
  65. Mark Aguiar & Gita Gopinath, 2004. "Defaultable Debt, Interest Rates and the Current Account," NBER Working Papers 10731, National Bureau of Economic Research, Inc.
  66. Thomas D. Willett & Ekniti Nitithanprapas & Isriya Nitithanprapas & Sunil Rongala, 2004. "The Asian Crises Reexamined," Asian Economic Papers, MIT Press, vol. 3(3), pages 32-87.
  67. Jianping Shi & Yu Gao, 2010. "A study on KLR financial crisis early-warning model," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(2), pages 254-275, June.
  68. Virginie Coudert & Mathieu Gex, 2007. "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers 2007-02, CEPII research center.
  69. César Calderón & Norman Loayza & Luis Servén, 2001. "International Portfolio Diversification: The Role of Risk and Return," Working Papers Central Bank of Chile 94, Central Bank of Chile.
  70. Puri, Tribhuvan N. & Kuan, Chikuang & Maskooki, Kooros, 2002. "An analysis of currency crisis in South Korea," Global Finance Journal, Elsevier, vol. 13(2), pages 121-146.
  71. J Benson Durham, "undated". "A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries," QEH Working Papers qehwps50, Queen Elizabeth House, University of Oxford.
  72. Amadou N Sy, 2003. "Rating the Rating Agencies; Anticipating Currency Crises or Debt Crises?," IMF Working Papers 03/122, International Monetary Fund.
  73. Chinn, Menzie D. & Dooley, Michael P. & Shrestha, Sona, 1999. "Latin America and East Asia in the context of an insurance model of currency crises," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 659-681, August.
  74. Leblang, David & Satyanath, Shanker, 2008. "Politically generated uncertainty and currency crises: Theory, tests, and forecasts," Journal of International Money and Finance, Elsevier, vol. 27(3), pages 480-497, April.
  75. Lawrence H. Summers, 2000. "International Financial Crises: Causes, Prevention, and Cures," American Economic Review, American Economic Association, vol. 90(2), pages 1-16, May.
  76. Gunther Capelle-Blancard & Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi & Bert Scholtens, 2016. "Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01401718, HAL.
  77. Ryota Nakatani, 2014. "The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models," UTokyo Price Project Working Paper Series 043, University of Tokyo, Graduate School of Economics.
  78. Gokhan Karabulut & Mehmet Huseyin Bilgin & Ayse Celikel Danisoglu, 2010. "Determinants of Currency Crises in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(0), pages 51-58, May.
  79. Komulainen, Tuomas, 2001. "Currency crises in emerging markets : Capital flows and herding behaviour," BOFIT Discussion Papers 10/2001, Bank of Finland, Institute for Economies in Transition.
  80. Hali J. Edison, 2000. "Do indicators of financial crises work? an evaluation of an early warning system," International Finance Discussion Papers 675, Board of Governors of the Federal Reserve System (U.S.).
  81. Patrick GUILLAUMONT, 2009. "An Economic Vulnerability Index: Its Design and Use for International Development Policy," Working Papers 200907, CERDI.
  82. Caramazza, Francesco & Ricci, Luca & Salgado, Ranil, 2004. "International financial contagion in currency crises," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 51-70, February.
  83. Mironova Yuliya, 2007. "Elaboration of crisis early warning system for Kyrgyzstan," EERC Working Paper Series 03-084e, EERC Research Network, Russia and CIS.
  84. Jan Babecký & Tomáš Havránek & Jakub Matìjù & Marek Rusnák & Kateøina Šmídková & Boøek Vašíèek, 2011. "Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries," Working Papers IES 2011/36, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2011.
  85. Rose, Andrew K & Spiegel, Mark, 2009. "Cross-Country Causes and Consequences of the 2008 Crisis: Early Warning," CEPR Discussion Papers 7354, C.E.P.R. Discussion Papers.
  86. Xavier De Scheemaekere & Kim Oosterlinck & Ariane Szafarz, 2012. "Addressing Economic Crises: The Reference-Class Problem," Working Papers CEB 12-024, ULB -- Universite Libre de Bruxelles.
  87. Reinhart, Carmen & Kaminsky, Graciela & Goldstein, Morris, 2000. "Notes on contagion," MPRA Paper 24569, University Library of Munich, Germany.
  88. Eichengreen, Barry, 2001. "The EMS Crisis in Retrospect," CEPR Discussion Papers 2704, C.E.P.R. Discussion Papers.
  89. Jean-Pierre Allegret & Camille Cornand, 2006. "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print halshs-00137469, HAL.
  90. Luis Catão & Gian M Milesi-Ferretti, 2013. "External Liabilities and Crises," IMF Working Papers 13/113, International Monetary Fund.
  91. Amadou N Sy & Andrea Pescatori, 2004. "Debt Crises and the Development of International Capital Markets," IMF Working Papers 04/44, International Monetary Fund.
  92. Leslie Lipschitz & Alex Mourmouras & Timothy D. Lane, 2002. "Capital Flows to Transition Economies; Master or Servant?," IMF Working Papers 02/11, International Monetary Fund.
  93. Richard Hemming & Axel Schimmelpfennig & Michael Kell, 2003. "Fiscal Vulnerability and Financial Crises in Emerging Market Economies," IMF Occasional Papers 218, International Monetary Fund.
  94. Burkart, O. & Coudert, V., 2000. "Leading Indicators of Currency Crises in Emerging Economies," Working papers 74, Banque de France.
  95. Christoffersen, Peter & Errunza, Vihang, 2000. "Towards a global financial architecture: capital mobility and risk management issues," Emerging Markets Review, Elsevier, vol. 1(1), pages 3-20, May.
  96. Fernando A. Broner & R. Gaston Gelos & Carmen Reinhart, 2004. "When in Peril, Retrench: Testing the Portfolio Channel of Contagion," NBER Working Papers 10941, National Bureau of Economic Research, Inc.
  97. Michael D. Bordo & Christopher M. Meissner, 2007. "Financial Crises, 1880-1913: The Role of Foreign Currency Debt," NBER Chapters, in: The Decline of Latin American Economies: Growth, Institutions, and Crises, pages 139-194 National Bureau of Economic Research, Inc.
  98. Takatoshi Ito & Keisuke Orii, 2009. "Early Warning Systems of Currency Crises," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 1-24, October.
  99. Block, Steven A., 2003. "Political conditions and currency crises in emerging markets," Emerging Markets Review, Elsevier, vol. 4(3), pages 287-309, September.
  100. Reuven Glick & Michael Hutchison, "undated". "Stopping "Hot Money" or Signaling Bad Policy? Capital Controls and the Onset of Currency Crises," EPRU Working Paper Series 00-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  101. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
  102. Ilene GRABEL, 2004. "Trip Wires And Speed Bumps: Managing Financial Risks And Reducing The Potential For Financial Crises In Developing Economies," G-24 Discussion Papers 33, United Nations Conference on Trade and Development.
  103. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2003. "Markov Switching Garch Models of Currency Crises in Southeast Asia," PIER Working Paper Archive 03-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  104. repec:jes:wpaper:y:2013:v:5:p:69-80 is not listed on IDEAS
  105. Manuel De la Rocha & Roberto Perrelli & Christian B. Mulder, 2002. "The Role of Corporate, Legal and Macroeconomic Balance Sheet Indicators in Crisis Detection and Prevention," IMF Working Papers 02/59, International Monetary Fund.
  106. Kittelmann, Kristina & Tirpak, Marcel & Schweickert, Rainer & Vinhas de Souza, Lúcio, 2006. "From transition crises to macroeconomic stability? Lessons from a crises early warning system for Eastern European and CIS countries," Kiel Working Papers 1269, Kiel Institute for the World Economy (IfW).
  107. 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.
  108. Ryuzo Miyao, 2004. "Economic Fundamentals or Financial Panic? An Empirical Study on the Origins of the Asian Crisis," Discussion Paper Series 151, Research Institute for Economics & Business Administration, Kobe University.
  109. Dungey, Mardi & Jacobs, Jan P.A.M. & Lestano,, 2015. "The internationalisation of financial crises: Banking and currency crises 1883–2008," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 29-47.
  110. Paul Louis Ceriel Hilbers & Alfredo Mario Leone & Mahinder Singh Gill & Owen Evens, 2000. "Macroprudential Indicators of Financial System Soundness," IMF Occasional Papers 192, International Monetary Fund.
  111. Sawischlewski, Katja & Menkhoff, Lukas & Beckmann, Daniela, 2005. "Robust Lessons about Practical Early Warning Systems," Proceedings of the German Development Economics Conference, Kiel 2005 3, Verein für Socialpolitik, Research Committee Development Economics.
  112. Matthieu Bussière & Gong Cheng & Menzie D. Chinn & Noëmie Lisack, 2014. "For a Few Dollars More: Reserves and Growth in Times of Crises," NBER Working Papers 19791, National Bureau of Economic Research, Inc.
  113. Steven B. Kamin & Oliver D. Babson, 1999. "The contributions of domestic and external factors to Latin American devaluation crises: an early warning systems approach," International Finance Discussion Papers 645, Board of Governors of the Federal Reserve System (U.S.).
  114. 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.
  115. Cruz-Rodríguez, Alexis, 2013. "The Relationship between Fiscal Sustainability and Currency Crises in Some Selected Countries," MPRA Paper 72102, University Library of Munich, Germany.
  116. International Monetary Fund, 2004. "When in Peril, Retrench; Testing the Portfolio Channel of Contagion," IMF Working Papers 04/131, International Monetary Fund.
  117. Xavier De Scheemaekere & Kim Oosterlinck & Ariane Szafarz, 2014. "Issues in Identifying Economic Crises: Insights from History," Working Papers CEB 14-014, ULB -- Universite Libre de Bruxelles.
  118. Prasetyantoko, Agustinus, 2008. "Financing Policies and Firm Vulnerability in Indonesia," MPRA Paper 6533, University Library of Munich, Germany.
  119. Christian B. Mulder & Matthieu Bussière, 1999. "External Vulnerability in Emerging Market Economies; How High Liquidity Can Offset Weak Fundamentals and the Effects of Contagion," IMF Working Papers 99/88, International Monetary Fund.
  120. Qin, Xiao & Liu, Liya, 2014. "Extremes, return level and identification of currency crises," Economic Modelling, Elsevier, vol. 37(C), pages 439-450.
  121. Stanislav Percic & Constantin-Marius Apostoaie & Vasile Cocris, 2013. "Early Warning Systems For Financial Crises.A Critical Approach," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 5(1), pages 77-88.
  122. De Santis, Roberto A. & Stein, Michael, 2015. "Financial indicators signaling correlation changes in sovereign bond markets," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 86-102.
  123. Zeynep KARACOR & Korhan GOKMENOGLU, 2012. "Predictability Of Financial Crises: Testing K.R.L. Model In The Case Of Turkey," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 5-16, June.
  124. Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang, 2006. "A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?," CARF F-Series CARF-F-065, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  125. Hyun S Shin, 2013. "Procyclicality and the Search for Early Warning Indicators," IMF Working Papers 13/258, International Monetary Fund.
  126. Mendoza, Ronald U., 2004. "International reserve-holding in the developing world: self insurance in a crisis-prone era?," Emerging Markets Review, Elsevier, vol. 5(1), pages 61-82, March.
  127. Diamondopoulos, John, 2012. "To what extent are financial crises comparable and thus predictable?," MPRA Paper 45668, University Library of Munich, Germany.
  128. Inci Ötker & Rupa Duttagupta, 2003. "Exits From Pegged Regimes; An Empirical Analysis," IMF Working Papers 03/147, International Monetary Fund.
  129. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2007. "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers 889, Board of Governors of the Federal Reserve System (U.S.).
  130. Miroslav Misina & Greg Tkacz, 2009. "Credit, Asset Prices, and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 95-122, December.
  131. Takatoshi Ito & Yuko Hashimoto, 2002. "High Frequency Contagion of Currency Crises in Asia," NBER Working Papers 9376, National Bureau of Economic Research, Inc.
  132. Ranil M Salgado & Luca A Ricci & Francesco Caramazza, 2000. "Trade and Financial Contagion in Currency Crises," IMF Working Papers 00/55, International Monetary Fund.
  133. Ari, Ali, 2012. "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, vol. 36(3), pages 391-410.
  134. Reza Siregar & Victor Pontines, 2004. "Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies," Centre for International Economic Studies Working Papers 2004-04, University of Adelaide, Centre for International Economic Studies.
  135. Mishra, Ritesh Kumar & Sharma, Chandan, 2011. "India's demand for international reserve and monetary disequilibrium: Reserve adequacy under floating regime," Journal of Policy Modeling, Elsevier, vol. 33(6), pages 901-919.
  136. K. Batu Tunay, 2010. "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(1), pages 9-46.
  137. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
  138. Van Rijckeghem, Caroline & Weder, Beatrice, 2003. "Spillovers through banking centers: a panel data analysis of bank flows," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 483-509, August.
  139. Jo-Hui Chen & Chih-Sean Chen, 2012. "The study of contagious paces of financial crises," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1825-1846, October.
  140. Michael M Hutchison & Ilan Noy, 2002. "Output Costs of Currency and Balance of Payments Crises in Emerging Markets," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 44(2-3), pages 27-44, September.
  141. Camelia Minoiu & Chanhyun Kang & V.S. Subrahmanian & Anamaria Berea, 2013. "Does Financial Connectedness Predict Crises?," IMF Working Papers 13/267, International Monetary Fund.
  142. Galindo, Arturo J. & Maloney, William F., 2002. "Second moments in speculative attack models: panel evidence," Journal of International Economics, Elsevier, vol. 56(1), pages 97-129, January.
  143. Catão, Luis A.V. & Milesi-Ferretti, Gian Maria, 2014. "External liabilities and crises," Journal of International Economics, Elsevier, vol. 94(1), pages 18-32.
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  145. Bussière, M., 2013. "In Defense of Early Warning Signals," Working papers 420, Banque de France.
  146. Mete Feridun, 2007. "Determinants of Currency Crises in Emerging Markets: An Empirical Investigation on Turkey," Discussion Paper Series 2007_01, Department of Economics, Loughborough University, revised Jan 2007.
  147. Leblang, David & Satyanath, Shanker, 2006. "Institutions, Expectations, and Currency Crises," International Organization, Cambridge University Press, vol. 60(01), pages 245-262, January.
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  149. Mohammad Karimi & Marcel-Cristian Voia, 2011. "Empirics of Currency Crises: A Duration Analysis Approach," Carleton Economic Papers 11-11, Carleton University, Department of Economics.
  150. César Calderón & Alberto Chong & Norman Loayza, 1999. "Determinants of Current Account Deficits in Developing Countries," Working Papers Central Bank of Chile 51, Central Bank of Chile.
  151. Jung Sik Kim & Jie Li & Ramkishen S. Rajan & Ozan Sula & Thomas D. Willett, 2007. "Reserve Adequacy In Asia Revisited: New Benchmarks Based On The Size And Composition Of Capital Flow," Korean Economic Review, Korean Economic Association, vol. 23, pages 131-158.
  152. Alfredo Pistelli, 2006. "Speculative Currency Attacks: Role of Inconsistent Macroeconomic Policies and Real Exchange Rate Overvaluation," Working Papers Central Bank of Chile 379, Central Bank of Chile.
  153. Gao, Jianbo & Hu, Jing, 2014. "Financial crisis, Omori's law, and negative entropy flow," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 79-86.
  154. Mete Feridun, 2006. "How Far Can Domestic Credit Growth Explain Speculative Attacks? Empirical Evidence from Turkey," Discussion Paper Series 2006_23, Department of Economics, Loughborough University, revised Dec 2006.
  155. International Monetary Fund, 2000. "Spillovers Through Banking Centers; A Panel Data Analysis," IMF Working Papers 00/88, International Monetary Fund.
  156. Ali Ari & Raif Cergibozan, 2016. "The Twin Crises: Determinants of Banking and Currency Crises in the Turkish Economy," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 123-135, January.
  157. Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011. "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO 1110304, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  158. Pablo García & Claudio Soto, 2004. "Large Hoardings of International Reserves: Are They Worth It?," Working Papers Central Bank of Chile 299, Central Bank of Chile.
  159. Enrica Detragiache & Antonio Spilimbergo, 2001. "Crises and Liquidity; Evidence and Interpretation," IMF Working Papers 01/2, International Monetary Fund.
  160. Bustelo, Pablo, 2000. "Novelties of financial crises in the 1990s and the search for new indicators," Emerging Markets Review, Elsevier, vol. 1(3), pages 229-251, November.
  161. Obben, James & Nugroho, Agus Eko, 2003. "Determinants Of The Funding Volatility Of Indonesian Banks: A Dynamic Model," Discussion Papers 23700, Massey University, Department of Applied and International Economics.
  162. Murphy, Austin, 2008. "An empirical investigation of investor expectations in the currency market," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 108-133.
  163. Arias, Guillaume & Erlandsson, Ulf, 2004. "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers 2004:11, Lund University, Department of Economics.
  164. Chikako Oka, 2003. "Anticipating Arrears to the IMF Early Warning Systems," IMF Working Papers 03/18, International Monetary Fund.
  165. Leslie LIPSCHITZ & Timothy LANE & Alex MOURMOURAS, 2006. "Capital Flows to Transition Economies: Master or Servant? (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 202-222, May.
  166. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66.
  167. Komarek, Lubos & Komarkova, Zlatuse & Melecky, Martin, 2005. "Current Account Reversals and Growth: The Direct Effect Central and Eastern Europe 1923-2000," The Warwick Economics Research Paper Series (TWERPS) 736, University of Warwick, Department of Economics.
  168. Murphy, Austin & Zhu, Yun (Ellen), 2008. "Unraveling the complex interrelationships between exchange rates and fundamentals," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1150-1160, June.
  169. M. Zouaoui & G. Nouyrigat & F. Beer, 2010. "How does investor sentiment affect stock market crises? Evidence from panel data," Post-Print halshs-00534754, HAL.
  170. 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.
  171. Mark A. Carlson & Leonardo Hernandez, 2002. "Determinants and repercussions of the composition of capital inflows," International Finance Discussion Papers 717, Board of Governors of the Federal Reserve System (U.S.).
  172. Detragiache, Enrica & Spilimbergo, Antonio, 2004. "Empirical models of short-term debt and crises: Do they test the creditor run hypothesis?," European Economic Review, Elsevier, vol. 48(2), pages 379-389, April.
  173. Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.
  174. Victor Yotzov, 2014. "Prognostic Power of Early Warning Signals for Financial Crises – Theoretical Approaches and Empirical Results," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 3-38.
  175. De Santis, Roberto A. & Stein, Michael, 2014. "Financial indicators signalling correlation changes in sovereign bond markets," Working Paper Series 1746, European Central Bank.
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  178. Ari, Ali, 2008. "An Early Warning Signals Approach for Currency Crises: The Turkish Case," MPRA Paper 25858, University Library of Munich, Germany, revised 2009.
  179. Klaus Abberger & Wolfgang Nierhaus & Shynar Shaikh, 2009. "Findings of the Signal Approach for Financial Monitoring in Kazakhstan," CESifo Working Paper Series 2774, CESifo Group Munich.
  180. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003. "Do capital flows respond to risk and return?," Policy Research Working Paper Series 3059, The World Bank.
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  186. Kyoji Fukao, 2001. "How Japanese Subsidiaries in Asia Responded to the Regional Crisis: An Empirical Analysis Based on the MITI Survey," NBER Chapters, in: Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10, pages 267-304 National Bureau of Economic Research, Inc.
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  189. Nadezhda Ivanova, 2007. "Estimation of the Equilibrium Real Exchange Rate in Russia: Trade-Balance Approach," Working Papers w0102, Center for Economic and Financial Research (CEFIR).
  190. Joël van der Weele, 2005. "Financing development: debt versus equity," DNB Working Papers 038, Netherlands Central Bank, Research Department.
  191. Ilene Grabel, 2003. "Predicting Financial Crisis in Developing Economies: Astronomy or Astrology?," Eastern Economic Journal, Eastern Economic Association, vol. 29(2), pages 243-258, Spring.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.