IMF Staff papers, Volume 45 No. 1.

This paper analyzes some leading indicators of currency crises, and proposes a specific early warning system. This system involves monitoring the evolution of several indicators that tend to exhibit an unusual behavior in the periods preceding a crisis. When an indicator exceeds a certain threshold...

Повний опис

Бібліографічні деталі
Співавтор: International Monetary Fund. Research Dept
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 1998.
Серія:IMF Staff Papers; IMF Staff Papers ; No. 1998/004
Онлайн доступ:Full text available on IMF
LEADER 01632cas a2200241 a 4500
001 AALejournalIMF010614
008 230101c9999 xx r poo 0 0eng d
020 |c 15.00 USD 
020 |z 9781451974515 
022 |a 1020-7635 
040 |a BD-DhAAL  |c BD-DhAAL 
110 2 |a International Monetary Fund.  |b Research Dept. 
245 1 0 |a IMF Staff papers, Volume 45 No. 1. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1998. 
300 |a 1 online resource (216 pages) 
490 1 |a IMF Staff Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper analyzes some leading indicators of currency crises, and proposes a specific early warning system. This system involves monitoring the evolution of several indicators that tend to exhibit an unusual behavior in the periods preceding a crisis. When an indicator exceeds a certain threshold value, this is interpreted as a warning 'signal' that a currency crisis may take place. The variables that have the best track record within this approach include exports, deviations of the real exchange rate from trend, and the ratio of broad money to gross international reserves, output, and equity prices. 
538 |a Mode of access: Internet 
830 0 |a IMF Staff Papers; IMF Staff Papers ;  |v No. 1998/004 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/024/1998/004/024.1998.issue-004-en.xml  |z IMF e-Library