Predicting Emerging Market Currency Crashes /
This paper assesses the extent to which crashes in emerging market currencies are predictable using simple logit models based on lagged macroeconomic and financial data. To evaluate our model, we calculate trading strategies in which an investor goes long or short in the currency depending on whethe...
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| Övriga upphovsmän: | , |
| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
2002.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2002/007 |
| Länkar: | Full text available on IMF |