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Predicting sharp depreciations in industrial country exchange rates. (2006). Wright, Jonathan ; Gagnon, Joseph.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:881.

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Cited: 4

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Cites: 10

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Cocites: 50

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  1. Using Long-Run Restrictions to Investigate the Sources of Exchange Rate Fluctuations. (2009). Tien, Pao-Lin.
    In: Wesleyan Economics Working Papers.
    RePEc:wes:weswpa:2009-004.

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  2. How long can the unsustainable U.S. current account deficit be sustained?. (2008). Thomas, Charles ; Bertaut, Carol C. ; Kamin, Steven B. ; CharlesP. Thomas, .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:935.

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  3. A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy. (2008). Österholm, Pär ; Beechey, Meredith ; PÄR ÖSTERHOLM, .
    In: The Economic Record.
    RePEc:bla:ecorec:v:84:y:2008:i:267:p:449-465.

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  4. Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities. (2007). Mehl, Arnaud ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007801.

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References

References cited by this document

  1. Collins, S.M. (2003): Probabilities, Probits and the Timing of Currency Crises, mimeo, Georgetown University.
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  2. Edison, H.J. (2000): Do Indicators of Financial Crises Work? An Evaluation of an Early Warning System, International Finance Discussion Paper 675, Board of Governors of the Federal Reserve System.

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  4. Frankel, J.A. and A.K. Rose (1996): Currency Crashes in Emerging Markets: An Empirical Treatment, Journal of International Economics, 41, pp. 351-66.

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Cocites

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  2. External Liabilities and Crises. (2014). Milesi-Ferretti, Gian Maria ; Catão, Luis ; Catão, Luis A. V., .
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  3. Predicting financial crises: The (statistical) significance of the signals approach. (2013). von Schweinitz, Gregor ; Knedlik, Tobias ; El-Shagi, Makram.
    In: Journal of International Money and Finance.
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  4. Indonesian Stock Market Crisis Observation with Spectral and Composite Index. (2012). Situngkir, Hokky .
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  5. How to evaluate an Early Warning System ?. (2012). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand.
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  6. Currency Crises During the Great Recession: Is This Time Different?. (2011). Del Bello, Carlo Leone ; De Arcangelis, Giuseppe ; Arduini, Tiziano.
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  18. An Early Warning Signals Approach for Currency Crises: The Turkish Case. (2009). ARI, Ali.
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    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:881.

    Full description at Econpapers || Download paper

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