Markov Chains in Predictive Models of Currency Crises - with Applications to Southeast Asia
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...
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| Main Authors: | , , , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2002
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| Subjects: | |
| Online Access: | 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 |
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| Institution: | Singapore Management University |
| Language: | English |