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...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2001.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2001/189 |
| الوصول للمادة أونلاين: | Full text available on IMF |