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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Détails bibliographiques
Auteur principal: Flood, Robert
Autres auteurs: Marion, Nancy, Yepez, Juan
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2010.
Collection:IMF Working Papers; Working Paper ; No. 2010/227
Accès en ligne:Full text available on IMF