Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises]
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DOI: 10.1002/ijfe.316
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References listed on IDEAS
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Citations
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Cited by:
- Ali Ari & Raif Cergibozan, 2016. "A Comparison of Currency Crisis Dating Methods: Turkey 1990-2014," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 12(3), pages 19-37.
- Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
- Kelbesa Megersa & Danny Cassimon, 2015.
"Assessing Indicators of Currency Crisis in Ethiopia: Signals Approach,"
African Development Review, African Development Bank, vol. 27(3), pages 315-330, September.
- Megersa, kelbesa & Cassimon, Danny, 2013. "Assessing Indicators of Currency Crisis in Ethiopia: Signals Approach," MPRA Paper 47151, University Library of Munich, Germany.
- Megersa, Kelbesa & Cassimon, Danny, 2013. "Assessing indicators of currency crisis in Ethiopia: signals approach," IOB Working Papers 2013.07, Universiteit Antwerpen, Institute of Development Policy (IOB).
- Boonman, T.M. & Jacobs, J.P.A.M. & Kuper, G.H., 2013. "Sovereign debt crises in Latin America," Research Report 13016-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Reza Siregar & Victor Pontines & Nurulhuda Mohd Hussain, 2010. "The US Sub-prime Crises and Extreme Exchange Market Pressures in Asia," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp75, April.
- Ping Wang & Tomoe Moore, 2014. "The determinants of vulnerability to currency crises: country-specific factors versus regional factors," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 619-640, November.
- Mohammad Karimi & Marcel Voia, 2015.
"Identifying extreme values of exchange market pressure,"
Empirical Economics, Springer, vol. 48(3), pages 1055-1078, May.
- Mohammad Karimi & Marcel-Cristian Voia, 2011. "Identifying Extreme Values of Exchange Market Pressure," Carleton Economic Papers 11-10, Carleton University, Department of Economics.
- Dungey, M. & Jacobs, J.P.A.M. & Lestano, L., 2010. "The internationalisation of financial crises," Research Report 10002, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Jing, Zhongbo & de Haan, Jakob & Jacobs, Jan & Yang, Haizhen, 2015.
"Identifying banking crises using money market pressure: New evidence for a large set of countries,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 1-20.
- Zhongbo Jing & Jakob de Haan & Jan P.A.M. Jacobs & Haizhen Yang, 2013. "Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries," CIRANO Working Papers 2013s-41, CIRANO.
- Ari, Ali, 2008.
"An Early Warning Signals Approach for Currency Crises: The Turkish Case,"
MPRA Paper
25858, University Library of Munich, Germany, revised 2009.
- Ali ARI, 2009. "An Early Warning Signals Approach to the Currency Crises: The Turkish Case," 2009 Meeting Papers 1045, Society for Economic Dynamics.
- Boonman, Tjeerd Menno, 2019. "Dating currency crises in emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 273-286.
- Victor Pontines & Reza Siregar, 2012. "Episodes of large exchange rate appreciations and reserves accumulations in selected Asian economies: Is fear of appreciations justified?," CAMA Working Papers 2012-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mouridi M. HAMIDOU & Joseph K. Mung'atu & George O. Orwa, 2018. "Return Levels Approach and Periods of Currency Crises," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 10(3), pages 77-96, June.
- Anuradha Guru & Mandira Sarma, "undated". "Exchange Market Pressure in India," Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers 12-04, Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi, India.
- Vincent Choon-Seng Lim & Nurulhuda Mohd. Hussain, 2014. "Stock Market Performance: Foretelling and Crisis Signalling?," Working Papers wp01, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Jing, Zhongbo & de Haan, Jakob & Jacobs, Jan & Yang, Haizhen, 2015.
"Identifying banking crises using money market pressure: New evidence for a large set of countries,"
Journal of Macroeconomics, Elsevier, vol. 43(C), pages 1-20.
- Zhongbo Jing & Jakob de Haan & Jan P.A.M. Jacobs & Haizhen Yang, 2013. "Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries," CIRANO Working Papers 2013s-41, CIRANO.
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