An early warning system approach for the identification of currency crises with data mining techniques

The contribution of domestic and externa

The contribution of domestic and external factors to emerging market currency crises: an early warning systems approach

✍ Steven B. Kamin; John Schindler; Shawna Samuel 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 193 KB

## Abstract In this paper, a modified ‘early warning system’ (EWS) approach is developed to identify the roles of domestic and external factors in emerging market crises. Several probit models of currency crises were estimated for 26 emerging market countries. These models were used to identify the