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...

Descripción completa

Detalles Bibliográficos
Autor principal: Flood, Robert
Otros Autores: Marion, Nancy, Yepez, Juan
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2010.
Colección:IMF Working Papers; Working Paper ; No. 2010/227
Acceso en línea:Full text available on IMF