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Oliver Burkart

Personal Details

First Name:Oliver
Middle Name:
Last Name:Burkart
Suffix:
RePEc Short-ID:pbu28

Affiliation

Financial Conduct Authority (FCA)
Government of the United Kingdom

London, United Kingdom
http://www.fca.gov.uk/
RePEc:edi:fsagvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Burkart, O. & Coudert, V., 2000. "Leading Indicators of Currency Crises in Emerging Economies," Working papers 74, Banque de France.
  2. Burkart, Olivier, 1993. "Renegotiation -and coalition- proof virtual Nash implementation," CEPREMAP Working Papers (Couverture Orange) 9322, CEPREMAP.

Articles

  1. Burkart, Oliver & Coudert, Virginie, 2002. "Leading indicators of currency crises for emerging countries," Emerging Markets Review, Elsevier, vol. 3(2), pages 107-133, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Burkart, O. & Coudert, V., 2000. "Leading Indicators of Currency Crises in Emerging Economies," Working papers 74, Banque de France.

    Cited by:

    1. Federico Marongiu, 2005. "Towards A New Set Of Leading Indicators Of Currency Crisis For Developing Countries: An Application To Argentina," Public Economics 0512011, University Library of Munich, Germany.
    2. Marcin Chlebus, 2016. "One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable," Working Papers 2016-01, Faculty of Economic Sciences, University of Warsaw.
    3. Ivo Krznar, 2004. "Currency Crisis: Theory and Practice with Application to Croatia," Working Papers 12, The Croatian National Bank, Croatia.
    4. Mr. Andrew Berg & Mr. Eduardo Borensztein & Ms. Catherine A Pattillo, 2004. "Assessing Early Warning Systems: How Have they Worked in Practice?," IMF Working Papers 2004/052, International Monetary Fund.
    5. Marc Klau & John Hawkins, 2000. "Measuring potential vulnerabilities in emerging market economies," BIS Working Papers 91, Bank for International Settlements.
    6. Andre Cartapanis, 2004. "Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?," Economie Internationale, CEPII research center, issue 97, pages 5-48.
    7. Mr. Andrew Berg & Rebecca N. Coke, 2004. "Autocorrelation-Corrected Standard Errors in Panel Probits: An Application to Currency Crisis Prediction," IMF Working Papers 2004/039, International Monetary Fund.
    8. Pavel Trunin & M. Kamenskih, 2007. "Monitoring Financial Stability In Developing Economies (Case of Russia)," Research Paper Series, Gaidar Institute for Economic Policy, issue 111.
    9. Ari, Ali, 2012. "Early warning systems for currency crises: The Turkish case," Economic Systems, Elsevier, vol. 36(3), pages 391-410.
    10. Mr. Abdul d Abiad, 2003. "Early Warning Systems: A Survey and a Regime-Switching Approach," IMF Working Papers 2003/032, International Monetary Fund.

Articles

  1. Burkart, Oliver & Coudert, Virginie, 2002. "Leading indicators of currency crises for emerging countries," Emerging Markets Review, Elsevier, vol. 3(2), pages 107-133, June.

    Cited by:

    1. Federico Marongiu, 2005. "Towards A New Set Of Leading Indicators Of Currency Crisis For Developing Countries: An Application To Argentina," Public Economics 0512011, University Library of Munich, Germany.
    2. Irène Andreou & Gilles Dufrénot & Alain Sand-Zantman & Aleksandra Zdzienicka-Durand, 2009. "A forewarning indicator system for financial crises: the case of six Central and Eastern European countries," Post-Print halshs-00372728, HAL.
    3. Prabheesh, K.P. & Prakash, Branesh & Vuniivi, Viliame, 2023. "Assessment of Fiji’s exchange rate," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1282-1305.
    4. Matkovskyy, Roman, 2013. "To the Problem of Financial Safety Estimation: the Index of Financial Safety of Turkey," MPRA Paper 47673, University Library of Munich, Germany.
    5. Cotrie, Gladys & Craigwell, Roland & Maurin, Alain, 2009. "A review of leading composite indicators: making a case for their use in Caribbean economies," MPRA Paper 33390, University Library of Munich, Germany, revised 2009.
    6. Jan P.A.M. Jacobs & Gerard H. Kuper & Lestano, 2004. "Currency crises in Asia: A multivariate logit approach," International Finance 0409005, University Library of Munich, Germany.
    7. Gladys COTRIE & Roland CRAIGWELL & Alain MAURIN, 2009. "Estimating Indexes Of Coincident And Leading Indicators For Barbados," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(2).
    8. Bleaney, Michael & Bougheas, Spiros & Skamnelos, Ilias, 2008. "A model of the interactions between banking crises and currency crises," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 695-706, September.
    9. Virginie Coudert & Cécile Couharde, 2009. "Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 121-136, February.
    10. Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
    11. Alexis Cruz-Rodríguez, 2014. "Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 7(1), pages 69-87, April.
    12. Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2017. "Dynamic Linkages between Newly Developed Islamic Equity Style Indices: Is Growth Style More Influential Than Value Style?," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 49-64.
    13. Virginie Coudert & Mathieu Gex, 2007. "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers 2007-02, CEPII research center.
    14. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
    15. Lestano & Jan Jacobs & Gerard H. Kuper, 2004. "Indicators of financial crises do work! An early-warning system for six Asian countries," International Finance 0409004, University Library of Munich, Germany.
    16. Mohammad Hassanzadeh & Shahla Mousavi, 2023. "Real effective exchange rate misalignment and currency crisis in Iran," Future Business Journal, Springer, vol. 9(1), pages 1-8, December.
    17. Apoteker, Thierry & Barthelemy, Sylvain, 2005. "Predicting financial crises in emerging markets using a composite non-parametric model," Emerging Markets Review, Elsevier, vol. 6(4), pages 363-375, December.
    18. Francis M. Kemegue & Marthinus C. Breitenbach & Mulatu F. Zerihun, 2014. "Monetary Integration in SADC: Assessment of Policy Coordination and Real Effective Exchange Rate Stability," Working Papers 479, Economic Research Southern Africa.
    19. Raimundo Soto & Ibrahim Elbadawi & Isaac Martínez, 2019. "Exports, Exchange Regimes, and Fragility," Documentos de Trabajo 526, Instituto de Economia. Pontificia Universidad Católica de Chile..
    20. Peltonen, Tuomas A., 2006. "Are emerging market currency crises predictable? A test," Working Paper Series 571, European Central Bank.
    21. Alibey Kudar, 2021. "Interest rate as the last link of chain during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3189-3203, April.
    22. Fuertes, Ana-Maria & Kalotychou, Elena, 2006. "Early warning systems for sovereign debt crises: The role of heterogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1420-1441, November.
    23. Arias, Guillaume & Erlandsson, Ulf, 2004. "Regime switching as an alternative early warning system of currency crises - an application to South-East Asia," Working Papers 2004:11, Lund University, Department of Economics.
    24. Stracca, Livio & Habib, Maurizio Michael & Buetzer, Sascha, 2012. "Global exchange rate configurations: Do oil shocks matter?," Working Paper Series 1442, European Central Bank.
    25. Cruz-Rodríguez Alexis, 2013. "The Relationship between Fiscal Sustainability and Currency Crises in Some Selected Countries," Review of Economic Perspectives, Sciendo, vol. 13(4), pages 176-194, December.
    26. Aidi, Wafa, 2013. "Optima exchange crisis regression and twin crisis: Evidences for some MENA countries," Economic Modelling, Elsevier, vol. 33(C), pages 306-311.
    27. Matkovskyy, Roman, 2012. "The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model," MPRA Paper 42173, University Library of Munich, Germany.
    28. Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
    29. Babecký, Jan & Havránek, Tomáš & Matĕjů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2012. "Leading indicators of crisis incidence: evidence from developed countries," Working Paper Series 1486, European Central Bank.
    30. Roberto Savona & Marika Vezzoli, 2015. "Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 66-92, February.
    31. Eichler, Stefan & Roevekamp, Ingmar, 2016. "A market-based indicator of currency risk: Evidence from American Depositary Receipts," Hannover Economic Papers (HEP) dp-572, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    32. Guzin BAYAR & Selman TOKPUNAR, 2013. "Turk Lirasi Reel Kuru Denge Degerinde Mi?," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 13(4), pages 405-426.
    33. Marcela Guachamín & Diana Ramírez‐Cifuentes & Olga Delgado, 2020. "An Uncertainty Thermometer to Measure the Macroeconomic‐Financial Risk in South American Countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(6), pages 854-890, August.
    34. Jan Babecký & Tomáš Havránek & Jakub Matìjù & Marek Rusnák & Kateøina Šmídková & Boøek Vašíèek, 2011. "Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries," Working Papers IES 2011/36, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2011.
    35. Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi, 2009. "Spatial Contagion of Global Financial Crisis," Working Papers in Economics and Development Studies (WoPEDS) 200906, Department of Economics, Padjadjaran University, revised Aug 2009.
    36. Alexis Cruz Rodriguez, 2011. "Prediction of Currency Crises Using a Fiscal Sustainability Indicator," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 26(2), pages 39-60, December.
    37. Kuokštis, Vytautas & Asali, Muhammad & Spurga, Simonas Algirdas, 2022. "Labor market flexibility and exchange rate regimes," European Journal of Political Economy, Elsevier, vol. 75(C).
    38. Stefan Eichler & Dominik Maltritz, 2011. "Stock Market‐Induced Currency Crises—A New Type of Twins," Review of Development Economics, Wiley Blackwell, vol. 15(2), pages 223-236, May.
    39. Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J., 2015. "Toward an early warning system of financial crises: What can index futures and options tell us?," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 87-99.
    40. Cruz-Rodríguez, Alexis, 2015. "Sostenibilidad fiscal y crisis cambiarias: Un análisis empírico [Fiscal sustainability and currency crises: An empirical analysis]," MPRA Paper 67741, University Library of Munich, Germany.
    41. V. Coudert & J. Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
    42. Eichler, Stefan & Roevekamp, Ingmar, 2018. "A market-based measure for currency risk in managed exchange rate regimes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 141-159.
    43. Cruz-Rodriguez, Alexis, 2014. "¿Puede un índice de sostenibilidad fiscal predecir la ocurrencia de crisis cambiarias? Evidencias para algunos países seleccionados [Can a fiscal sustainability indicator predict the occurrence of ," MPRA Paper 54103, University Library of Munich, Germany.

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