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The contribution of domestic and external factors to emerging market devaluation crises: an early warning systems approach

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Cited by:

  1. María José Gil-Moltó & Joanna Poyago-Theotoky & Vasileios Zikos, 2006. "R&D policy and privatization in a mixed oligopoly," Discussion Paper Series 2006_25, Department of Economics, Loughborough University.
  2. Frankel, Jeffrey & Saravelos, George, 2012. "Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis," Journal of International Economics, Elsevier, vol. 87(2), pages 216-231.
  3. Ihrig, Jane & Prior, David, 2005. "The effect of exchange rate fluctuations on multinationals' returns," Journal of Multinational Financial Management, Elsevier, vol. 15(3), pages 273-286, July.
  4. Bucevska, Vesna, 2011. "An anaylsis of financial crisis by an early warning system model: The Case of the EU candidate countries," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 4(01), pages 1-14, January.
  5. Raghuram G. Rajan, 2005. "Has financial development made the world riskier?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 313-369.
  6. Ahmed, Shaghil, 2003. "Sources of economic fluctuations in Latin America and implications for choice of exchange rate regimes," Journal of Development Economics, Elsevier, vol. 72(1), pages 181-202, October.
  7. Aristovnik, Aleksander, 2006. "The Determinants & Excessiveness of Current Account Deficits in Eastern Europe & the Former Soviet Union," MPRA Paper 483, University Library of Munich, Germany.
  8. Johannes Hauptmann & Anja Hoppenkamps & Aleksey Min & Franz Ramsauer & Rudi Zagst, 2014. "Forecasting market turbulence using regime-switching models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(2), pages 139-164, May.
  9. Lestano & Jacobs, Jan & Kuper, Gerard H., 2003. "Indicators of financial crises do work! : an early-warning system for six Asian countries," CCSO Working Papers 200313, University of Groningen, CCSO Centre for Economic Research.
  10. Jane E. Ihrig, 2001. "Exchange-rate exposure of multinationals: focusing on exchange-rate issues," International Finance Discussion Papers 709, Board of Governors of the Federal Reserve System (U.S.).
  11. Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin, 2005. "Corporate bankruptcies and official bail-outs: A cost-benefit analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 437-453, December.
  12. Mete Feridun, 2006. "Currency Crises in Emerging Markets: An Application of Signals Approach to Turkey," Discussion Paper Series 2006_26, Department of Economics, Loughborough University, revised Dec 2006.
  13. Andrew Berg & Eduardo Borensztein & Catherine Pattillo, 2005. "Assessing Early Warning Systems: How Have They Worked in Practice?," IMF Staff Papers, Palgrave Macmillan, vol. 52(3), pages 1-5.
  14. Bumba Mukherjee & Benjamin E. Bagozzi, 2013. "The IMF, Domestic Public Sector Banks, and Currency Crises in Developing States," International Interactions, Taylor & Francis Journals, vol. 39(1), pages 1-29, January.
  15. Yifan Hu, 2003. "Empirical Investigations of Inflation Targeting," Working Paper Series WP03-6, Peterson Institute for International Economics.
  16. Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006. "Robust lessons about practical early warning systems," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 163-193, February.
  17. Vesna Bucevska, 2015. "Currency Crises in EU Candidate Countries: An Early Warning System Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(4), pages 493-510, September.
  18. Radulescu, Magdalena, 2006. "The Impact of the National Bank of Romania's Monetary Policy on the Banking Credits, the Domestic Savings and Investments (As Compared to the Other Central and Eastern European Countries)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 3(2), pages 10-31, June.
  19. Jane E. Ihrig & David Prior, 2003. "The effect of exchange rate fluctuations on multinationals' returns," International Finance Discussion Papers 782, Board of Governors of the Federal Reserve System (U.S.).
  20. Kwon, Yujin & Park, Sung Y., 2023. "Modeling an early warning system for household debt risk in Korea: A simple deep learning approach," Journal of Asian Economics, Elsevier, vol. 84(C).
  21. Bussiere, Matthieu & Fratzscher, Marcel, 2006. "Towards a new early warning system of financial crises," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 953-973, October.
  22. Glen, Jack, 2002. "Devaluations and emerging stock market returns," Emerging Markets Review, Elsevier, vol. 3(4), pages 409-428, December.
  23. Panayotis Michaelides & Mike Tsionas & Panos Xidonas, 2020. "A Bayesian Signals Approach for the Detection of Crises," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 551-585, September.
  24. 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.
  25. Irma Alonso & Luis Molina, 2019. "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers 1946, Banco de España.
  26. Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.
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