The Relationship between Currency Crisis and Capital Control: An Early Warning Model of Currency Crisis [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2022 The purpose of this paper is to specify an early warning system for currency crisis and to investigate the role of capital control together with other warning indicators in the crisis.
Narges Nasiri, Seyed Komail Tayebi
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Investigating the Relationship between Currency Crises and Bank Credits in Iran using the Time-Varying Parameters Approach [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2023 This study aims to investigate the relationship between currency crises and fluctuations in banking credits in Iran. Utilizing a time-varying coefficients approach spanning from 1989 to 2022, alongside economic boom and recession indicators, the analysis
Yazdan Gudarzi Farahani, Omidali Adeli
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Peranan Contagion Effect pada Krisis Mata Uang di Indonesia
Ecoplan, 2023 This research was conducted in the period 1991(1)-2021(12), aiming to look at the contagion effect of the currency crisis in Indonesia. They were leading macroeconomic indicators as indicators/signals of impending or non-occurring problems. Determination
Hadi Sutrisno, Muhammad Rusmin Nuryadin
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Balance sheet effects in currency crises: Evidence from Brazil
EconomiA, 2021 In third generation currency crises models, balance sheet losses from currency depreciations propagate the crises into the real sector of the economy.
Marcio M. Janot +2 more
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Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction [PDF]
Iranian Journal of Finance, 2021 In this study, we examine the correlation between stock returns of Export-oriented (EOIs) and Import-oriented (IOIs) industries and exchange rates, to derive stock-exchange optimal weights, attempting to manage the risk of investors in the capital market.
Maryam Bazraei +3 more
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Currency Crisis in Sudan in 2012: An Econometric Analysis
Arab Economic and Business Journal, 2015 The Sudan currency crisis in 2012 occurred when the Sudanese pound lost 66 percent of its value against the US dollar. In this article we adopt statistical methods such as the signal approach and econometric methods such as the Probit Model for ...
Alamedin Bannaga, Dr.
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Jurnal Ekonomi dan Studi Pembangunan, 2021 Many times ASEAN countries experienced economic crisis in 1997/1998 and financial crisis in 2008. The similar patterns of cisis among those countries make some researchers conduct research of single currency unification.
Feri Dwi Riyanto +2 more
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Spot and foward market intervention during the 1997 Korean currency crisis
PSL Quarterly Review, 2012 This study shows that, among the two crisis periods of 1997, January-March and September-November, the spot market interventions were effective in stabilizing the Korean currency in the first period, whereas there is no evidence that the forward market ...
Woosik Moon, Yeongseop Rhee
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Real effective exchange rate misalignment and currency crisis in Iran
Future Business Journal, 2023 This study aimed to examine real effective exchange rate (REER) misalignment in Iran and its relation to the currency crisis. The behavioral equilibrium exchange rate was employed to calculate the equilibrium exchange rate (EER), and misalignment was ...
Mohammad Hassanzadeh, Shahla Mousavi
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In Search for a Measure of Currency Misalignment: the Case of the 1997 Asian Currency Crisis
East Asian Economic Review, 2000 The paper searches for an appropriate measure of currency misalignment in light of the 1997 Asian currency crisis. A couple of measures of currency misalignment, one based on purchasing power parity and the other based on equilibrium real exchange rate ...
Daekeun Park
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