Markov Chains in Predictive Models of Currency Crises - with Applications to Southeast Asia

• Main Authors: Mariano, Roberto S., Abiad, Abdul G., Bulent, Gultekin, Shabbir, Tayyeb, TAN, Augustine H. H.
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2002
• 主題: Asian Studies; Finance; Macroeconomics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/765; https://ink.library.smu.edu.sg/context/soe_research/article/1764/viewcontent/RSM_CrisisPaper_WSRCMay02.pdf
• 機構: Singapore Management University

The decade of the 1990s was marked by an unusual number of financial and economic crises such as the attack on the European Monetary System in 1992-93, the Mexican peso crisis in 1994-95, the Asian crisis in 1997, the Russian default in 1998 and its spillover to Latin America. The Turkish currency a...