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Early warning systems for currency crises: A multivariate extreme value approach

✍ Scribed by Cumperayot, Phornchanok; Kouwenberg, Roy

Book ID
120928822
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
566 KB
Volume
36
Category
Article
ISSN
0261-5606

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## Abstract In this paper, a modified β€˜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