Speculative Attacks in the Asian Crisis /
This paper takes the Asian crisis as an example to show that the Autoregressive Conditional Hazard (ACH) model is a powerful tool for studying the time series features of speculative attacks. The ACH model proposes a duration variable to capture the changes in the frequency of attacks, which might b...
| Autor principal: | |
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| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2001.
|
| coleção: | IMF Working Papers; Working Paper ;
No. 2001/189 |
| Acesso em linha: | Full text available on IMF |