Measurement of International Currency Crises: A Panel Data Approach Using Composite Indices

Vikalpa - India
doi 10.1177/0256090920130402
Full Text
Abstract

Available in full text

Date
Authors
Publisher

SAGE Publications

Related search

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

Manchester School
EconomicsEconometrics
2012English

Currency Crises

2011English

Uncertainty and Currency Crises: Evidence From Survey Data

Journal of Monetary Economics
EconomicsEconometricsFinance
2010English

Currency Crises Prediction Using Deep Neural Decision Trees

Applied Sciences (Switzerland)
InstrumentationMaterials ScienceFluid FlowEngineeringComputer Science ApplicationsProcess ChemistryTransfer ProcessesTechnology
2019English

Limitations of Composite Indices in Competitiveness Measurement

Bankarstvo
2019English

Poverty Measurement Under Risk Aversion Using Panel Data

Contributions in Economic Analysis & Policy
2004English

Second Thoughts on Second Moments: Panel Evidence on Asset-Based Models of Currency Crises

Policy Research Working Papers
1999English

Managing New-Style Currency Crises: The Swan Diagram Approach Revisited

Journal of International Development
DevelopmentPlanningGeography
2007English

Domestic Causes of Currency Crises

OECD Development Centre Working Papers
1998English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy