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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.

Are Currency Crises Predictable?

1997-12-01 Business & Economics
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Release : 1997-12-01
Genre : Business & Economics
Kind : eBook
Book Rating : 632/5 ( reviews)

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Book Synopsis Are Currency Crises Predictable? by : Mr.Ilan Goldfajn

Download or read book Are Currency Crises Predictable? written by Mr.Ilan Goldfajn. This book was released on 1997-12-01. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies whether exchange rate expectations and overvaluations are predictors of currency crises. The results suggest that overvaluation has predictive power in explaining crises. However, although expected depreciation obtained from survey data partially takes different measures of exchange rate misalignment into consideration, expectations fail to anticipate currency crises.

Predicting Currency Fluctuations and Crises

1999 Balance Of Payments Crises
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Release : 1999
Genre : Balance Of Payments Crises
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Predicting Currency Fluctuations and Crises by : Daniel Kaufmann

Download or read book Predicting Currency Fluctuations and Crises written by Daniel Kaufmann. This book was released on 1999. Available in PDF, EPUB and Kindle. Book excerpt: "Markets have had limited success predicting crises and might do better by drawing on private information available to resident enterprise managers, who seem to know better than markets about future movements in exchange rates"--Cover.

The Challenge of Predicting Economic Crises

2000-09-11 Business & Economics
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Release : 2000-09-11
Genre : Business & Economics
Kind : eBook
Book Rating : 842/5 ( reviews)

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Book Synopsis The Challenge of Predicting Economic Crises by : Ms.Catherine A. Pattillo

Download or read book The Challenge of Predicting Economic Crises written by Ms.Catherine A. Pattillo. This book was released on 2000-09-11. Available in PDF, EPUB and Kindle. Book excerpt: The integration of financial markets around the world over the past decade has posed new challenges for policymakers. The speed with which money can be switched in and out of currencies and countries has increased with the efficiency of global communications, considerably shortening the time policymakers have to respond to emerging crises. This pamphlet takes alook at attempts by economists to predict crises by developing early warning systems to signal when trouble may be brewing in currency markets and banking systems.

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