A Perspectiveon Predicting Currency Crises /

Currency crises are difficult to predict. It could be that we are choosing the wrong variables or using the wrong models or adopting measurement techniques not up to the task. We set up a Monte Carlo experiment designed to evaluate the measurement techniques. In our study, the methods are given the...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Flood, Robert
Weitere Verfasser: Marion, Nancy, Yepez, Juan
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2010.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2010/227
Online Zugang:Full text available on IMF