期刊名称：International Research Journal of Finance and Economics
印刷版ISSN：1450-2887
电子版ISSN：1450-2887
出版年度：2018
期号：168
页码：76-91
出版社：European Journals Inc.
摘要：The purpose of this article is to develop an early warning system that can anticipate currency crises in emerging countries. Based on the teachings of the theoretical and empirical literature, this work aims at constructing an alert system to determine the main triggers of the latest currency crises through a multivariate logit model. Our study covers 16 emerging countries on monthly data between January 1980 and December 2012
关键词：currency crises; emergent economies; early warning system; logit model.
Loading...
