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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Dettagli Bibliografici
Autore principale: Flood, Robert
Altri autori: Marion, Nancy, Yepez, Juan
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2010.
Serie:IMF Working Papers; Working Paper ; No. 2010/227
Accesso online:Full text available on IMF