Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia

DOI10.2202/1558-3708.1254MaRDI QIDQ5452733zbMATH OpenOpenAlexFDO

Authors King Banaian, Ming Chien Lo

Publication date 4 April 2008

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1254

Mathematics Subject Classification ID

Mathematical economics (91B99) Actuarial science and mathematical finance (91G99)

Recommendations

• Reserve volatility and the identification of exchange rate regimes
• Exchange rate dynamics in a target zone-A heterogeneous expectations approach
• International capital flows and extreme exchange market pressure: evidence from emerging market economies
• On the relevance of exchange rate regimes for stabilization policy

Cited in

(2)

• Early Warning Systems for Currency Crises: A Regime-Switching Approach
• Forecasting financial crises in emerging market economies

This page was built for publication: Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5452733)