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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מידע ביבליוגרפי
מחבר ראשי: Flood, Robert
מחברים אחרים: Marion, Nancy, Yepez, Juan
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2010.
סדרה:IMF Working Papers; Working Paper ; No. 2010/227
גישה מקוונת:Full text available on IMF