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...

Повний опис

Бібліографічні деталі
Автор: Flood, Robert
Інші автори: Marion, Nancy, Yepez, Juan
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2010.
Серія:IMF Working Papers; Working Paper ; No. 2010/227
Онлайн доступ:Full text available on IMF