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Principal component measures of exchange market pressure: comparisons with variance-weighted measures. (2013). Hegerty, Scott.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:23:y:2013:i:18:p:1483-1495.

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Cites: 14

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Cocites: 23

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  1. International Capital Flows and Extreme Exchange Market Pressure: Evidence from Emerging Market Economies. (2021). Chia, Wai-Mun ; Wang, Wei-Siang ; Tan, Sook-Rei.
    In: Open Economies Review.
    RePEc:kap:openec:v:32:y:2021:i:3:d:10.1007_s11079-020-09599-y.

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  2. Spatial Measures of Socioeconomic Deprivation: An Application to Four Midwestern Industrial Cities. (2021). Hegerty, Scott.
    In: Papers.
    RePEc:arx:papers:2105.07821.

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  3. Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data. (2015). Hegerty, Scott.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:2:y:2015:i:1:p:21-36.

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  4. EXCHANGE MARKET PRESSURE AND REGIONAL PRICE SPILLOVERS IN RUSSIA, UKRAINE, AND BELARUS. (2014). Hegerty, Scott.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:14:y:2014:i:2_5.

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References

References cited by this document

  1. Bertoli, Simone ; Gallo, Giampiero M. ; Ricchiuti, Giorgio. (2010). Exchange market pressure: some caveats in empirical applications. In: Applied Economics, 42 19 pp. 2435-2448.

  2. Bird, Graham ; Mandilaras, Alex. (2006). Regional heterogeneity in the relationship between fiscal imbalances and foreign exchange market pressure. In: World Development, 34 7 pp. 1171-1181.

  3. Eichengreen, Barry ; Rose, Andrew ; Wyplosz, Charles. (1996). Contagious Currency Crises: First Tests. In: The Scandinavian Journal of Economics, 98 4 pp. 463.

  4. Hegerty, Scott W.. (2011). Is exchange-market pressure contagious among transition economies?. In: Applied Financial Economics, 21 10 pp. 707-716.

  5. Kaminsky, Graciela ; Lizondo, Saul ; Reinhart, Carmen M.. (1998). Leading Indicators of Currency Crises. In: Staff Papers - International Monetary Fund, 45 1 pp. 1.

  6. Klaassen, Franc ; Jager, Henk. (2011). Definition-consistent measurement of exchange market pressure. In: Journal of International Money and Finance, 30 1 pp. 74-95.

  7. Mandilaras, Alex ; Bird, Graham. (2008). Foreign exchange pressures in Latin America: Does debt matter?. In: J. Int. Dev., 20 5 pp. 613-627.

  8. Pentecost, Eric J ; Van Hooydonk, Charlotte ; Van Poeck, André. (2001). Measuring and estimating exchange market pressure in the EU. In: Journal of International Money and Finance, 20 3 pp. 401-418.

  9. Pesaran, M. Hashem ; Shin, Yongcheol ; Smith, Richard J.. (2001). Bounds testing approaches to the analysis of level relationships. In: J. Appl. Econ., 16 3 pp. 289-326.

  10. Pontines, Victor ; Siregar, Reza. (2008). Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises. In: International Review of Economics & Finance, 17 3 pp. 345-365.

  11. Sachs, J. D., Tornell, A. and Velasco, A. (1996) Financial crises in emerging markets: the lessons from 1995, National Bureau of Economic Research Working Paper No. w5576, NBER, Cambridge, MA.

  12. VAN POECK, ANDRÉ ; VANNESTE, JACQUES ; VEINER, MARET. (2007). Exchange Rate Regimes and Exchange Market Pressure in the New EU Member States. In: JCMS: J Common Market Studies, 45 2 pp. 459-485.

  13. Weymark, D. N.. (1998). A general approach to measuring exchange market pressure. In: Oxford Economic Papers, 50 1 pp. 106-121.

  14. Weymark, Diana N.. (1997). Measuring Exchange Market Pressure and Intervention in Interdependent Economies: A Two-Country Model. In: Rev International Economics, 5 1 pp. 72-82.

Cocites

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    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4353-4364.

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  2. Exchange Rate Crisis among Inflation Targeting Countries in Sub-Saharan Africa. (2022). Kiss, Gabor David ; Sagi, Judit ; Klutse, Senanu Kwasi.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:5:p:94-:d:808116.

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  3. Foreign exchange market pressure and stock market dynamics in emerging Asia. (2021). Hegerty, Scott ; Ali, Abid ; Aftab, Muhammad.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:18:y:2021:i:4:d:10.1007_s10368-021-00501-w.

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  5. Exchange Market Pressure: Evidences from ASEAN Inflation Targeting Countries. (2017). Widodo, Tri ; Aziz, Muhammad Abdul .
    In: MPRA Paper.
    RePEc:pra:mprapa:80919.

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  6. Exchange Arrangements and Speculative Attacks: Is there a link?. (2016). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:72359.

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  7. Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data. (2015). Hegerty, Scott.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:2:y:2015:i:1:p:21-36.

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  8. Foreign exchange market pressure and capital controls. (2015). Byrne, Joseph ; Akram, Gilal Muhammad .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:37:y:2015:i:c:p:42-53.

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  9. Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests. (2014). Cruz-Rodriguez, Alexis.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
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  10. Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests. (2014). Cruz-Rodriguez, Alexis.
    In: MPRA Paper.
    RePEc:pra:mprapa:72103.

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  11. EXCHANGE MARKET PRESSURE AND REGIONAL PRICE SPILLOVERS IN RUSSIA, UKRAINE, AND BELARUS. (2014). Hegerty, Scott.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:14:y:2014:i:2_5.

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  12. Measuring Exchange Market Pressure and Its Contagion in the East African Community. (2014). Hegerty, Scott.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:82:y:2014:i:2:p:239-257.

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  13. Principal component measures of exchange market pressure: comparisons with variance-weighted measures. (2013). Hegerty, Scott.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:18:p:1483-1495.

    Full description at Econpapers || Download paper

  14. Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism. (2013). Ricchiuti, Giorgio ; Naimzada, Ahmad.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2013_03.rdf.

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  15. Exchange Market Pressure, Output Drops, and Domestic Credit: Do Emerging Markets Behave Differently?. (2013). Hegerty, Scott.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00649.

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  16. How integrated are the exchange markets of the Baltic Sea Region? An examination of market pressure and its contagion. (2012). Hegerty, Scott.
    In: Baltic Journal of Economics.
    RePEc:bic:journl:v:12:y:2012:i:2:p:109-122.

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  17. Identifying the Weights in Exchange Market Pressure. (2011). Klaassen, Franc.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110030.

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  18. Prediction of Currency Crises using a Fiscal Sustainability Indicator. (2011). Cruz-Rodriguez, Alexis.
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  19. The Financial Crisis in Central and Eastern Europe: the Measures and Determinants of the Exchange Market Pressure Index and the Money Market Pressure Index. (2010). Filipozzi, Fabio.
    In: Research in Economics and Business: Central and Eastern Europe.
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  20. Determinants of the exchange market pressure in the euro-candidate countries. (2010). Stavarek, Daniel.
    In: MPRA Paper.
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  21. Foreign exchange pressures in Latin America: does debt matter?. (2008). Mandilaras, Alex (Alexandros) ; Bird, Graham.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:20:y:2008:i:5:p:613-627.

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  22. Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective. (2007). Stavarek, Daniel.
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  23. Exchange Market Pressure: Some Caveats In Empirical Applications. (2006). Ricchiuti, Giorgio ; Gallo, Giampiero ; Bertoli, Simone.
    In: Econometrics Working Papers Archive.
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