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An optimal early warning system for currency crises under model uncertainty
Central Bank Review, 2020 This paper assesses several early warning (EWS) models of financial crises to propose a model that can predict the incidence of a currency crisis in developing countries.
Mamdouh Abdelmoula M. Abdelsalam +1 more
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THE GLOBAL FINANCIAL CRISES AND THEIR TYPES
Vestnik MGIMO-Universiteta, 2015 In this study the author reveals the essence of the financial crisis and examines the various types of financial crises. By studying the literature on financial crises, the author of the studypays attention to three specific areas: the definition of the ...
E. V. Vasina
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Bitcoin: an alternative currency to pay for goods and services or a useful investment tool? [PDF]
SHS Web of Conferences, 2021 Research background: Bitcoin is defined as digital money in a peer-to-peer decentralized payment network, an amalgam hybrid between fiat and commodity currency without a real value.
Rowland Zuzana +2 more
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Assessing Financial Vulnerability in Emerging Economies: A Summary of Empirical Results
East Asian Economic Review, 2000 This paper aims to identify key empirical regularities in the run-up to banking and currency crises that would enable officials and private market participants to recognize vulnerability to financial crises at an earlier stage. This, in turn, should make
Morris Goldstein +2 more
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Devaluation of the Ruble: External Shocks and Internal Problems [PDF]
Prostranstvennaâ Èkonomika, 2018 During the entire post-Soviet period of the Russian economy’ transformation, more or less regular crises of the monetary and financial system were observed, reflecting both the cyclical nature of domestic macroeconomic and institutional processes and the
Pavel Aleksandrovich Minakir
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Journal of Banking and Financial Economics, 2016 We compare how logit (fi xed effects) and probit early warning systems (EWS) predict in-sample and out-of-sample currency crises in emerging markets (EMs).
Fabio Comelli
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Scientific Annals of Economics and Business, 2022 Early warning indicators (EWIs) of banking crises should ideally be judged on how well they function in relation to the choice issue faced by macroprudential policymakers.
Yusuf Yıldırım, Anirban Sanyal
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AN ANALYSIS OF THE METHODS USED FOR DEVISING EARLY WARNING SYSTEMS FOR CURRENCY CRISES [PDF]
Challenges of the Knowledge Society, 2014 Currency crises may appear and propagate under many forms, a fact which led to their analysis through various methods. The need to predict systemic crises has led to the creation of a monitoring instrument known as the early warning system - EWS.
Alexandru OLTEANU +1 more
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Fundamentals and Joint Currency Crises [PDF]
SSRN Electronic Journal, 2004 In this note we demonstrate that in affine models for bilateral exchange rates, the nature of return interdependence during crises depends on the tail properties of the fundamentals' distributions. We denote crisis linkages as either strong or weak, in the sense that the dependence remains or vanishes asymptotically. We show that if one currency return
de Vries, Casper G +2 more
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Early Warning Systems for Currency Crises [PDF]
Global Economic Observer, 2019 Currency crises may appear and propagate under many forms, a fact which led to their analysis through various methods. In a meta-analysis, a couple of authors (Frankel and Saravelos) review more than 80 papers of the literature on early warning systems ...
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