Early Warning Systems for Currency Crises: A Regime-Switching Approach

DOI10.1007/0-387-71163-5_10MaRDI QIDQ5424411zbMATH OpenOpenAlexFDO

Authors Abdul Abiad

Publication date 5 November 2007

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/0-387-71163-5_10

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; risk measures (91G70)

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• A new \& simple model of currency crisis: bifurcations and the emergence of a bad equilibrium
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• Extreme bounds analysis in early warning systems for currency crises
• Currency crisis warning model and its empirical research based on equilibrium stability theory
• Stability of Thai baht: tales from the tails
• What is the most prominent reserve indicator that forewarns currency crises?
• A model forecasting risk for emerging market currencies

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