Are Currency Crises Predictable? : A Test /

This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One mode...

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Detalhes bibliográficos
Autor principal: Pattillo, Catherine
Outros Autores: Berg, Andrew
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 1998.
coleção:IMF Working Papers; Working Paper ; No. 1998/154
Acesso em linha:Full text available on IMF