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A Perspectiveon Predicting Currency Crises

2010-10-01 Business & Economics
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Release : 2010-10-01
Genre : Business & Economics
Kind : eBook
Book Rating : 922/5 ( reviews)

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Book Synopsis A Perspectiveon Predicting Currency Crises by : Juan Yepez

Download or read book A Perspectiveon Predicting Currency Crises written by Juan Yepez. This book was released on 2010-10-01. Available in PDF, EPUB and Kindle. Book excerpt: 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 right fundamentals and the right models and are evaluated on how closely the estimated predictions match the objectively correct predictions. We find that all methods do reasonably well when fundamentals are explosive and all do badly when fundamentals are merely highly volatile.

Are Currency Crises Predictable? A Test

1998-11-01 Business & Economics
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Release : 1998-11-01
Genre : Business & Economics
Kind : eBook
Book Rating : 209/5 ( reviews)

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Book Synopsis Are Currency Crises Predictable? A Test by : Ms.Catherine A. Pattillo

Download or read book Are Currency Crises Predictable? A Test written by Ms.Catherine A. Pattillo. This book was released on 1998-11-01. Available in PDF, EPUB and Kindle. Book excerpt: This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One model, and our modifications to it, provide useful forecasts, at least compared with a naive benchmark. The head-to-head comparison also sheds light on the economics of currency crises, the nature of the Asian crisis, and issues in the empirical modeling of currency crises.

Predicting Currency Crisis

2002 Currency crises
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Author :
Release : 2002
Genre : Currency crises
Kind : eBook
Book Rating : 203/5 ( reviews)

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Book Synopsis Predicting Currency Crisis by : Sanpichit Songpaisan

Download or read book Predicting Currency Crisis written by Sanpichit Songpaisan. This book was released on 2002. Available in PDF, EPUB and Kindle. Book excerpt:

Perspectiveson the Recent Currency Crisis Literature

1998-09-01 Business & Economics
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Release : 1998-09-01
Genre : Business & Economics
Kind : eBook
Book Rating : 168/5 ( reviews)

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Book Synopsis Perspectiveson the Recent Currency Crisis Literature by : Mr.Robert P. Flood

Download or read book Perspectiveson the Recent Currency Crisis Literature written by Mr.Robert P. Flood. This book was released on 1998-09-01. Available in PDF, EPUB and Kindle. Book excerpt: In the 1990s, currency crises in Europe, Mexico, and Asia have drawn worldwide attention to speculative attacks on government-controlled exchange rates and have prompted researchers to undertake new theoretical and empirical analysis of these events. This paper provides some perspective on this work and relates it to earlier research. It derives the optimal commitment to a fixed exchange rate and proposes a common framework for analyzing currency crises. This framework stresses the important role of speculators and recognizes that the government’s commitment to a fixed exchange rate is constrained by other policy goals. The final section finds that some crises may be particularly difficult to predict using currently popular methods.

Predicting Currency Crises

2004
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Release : 2004
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Predicting Currency Crises by : Gerard McDonald

Download or read book Predicting Currency Crises written by Gerard McDonald. This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt:

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