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...

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Bibliographic Details
Main Author: Flood, Robert
Other Authors: Marion, Nancy, Yepez, Juan
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF Working Papers; Working Paper ; No. 2010/227
Online Access:Full text available on IMF