Are Currency Crises Predictable? : A Test /
This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One mode...
| Main Author: | Pattillo, Catherine |
|---|---|
| Other Authors: | Berg, Andrew |
| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
1998.
|
| Series: | IMF Working Papers; Working Paper ;
No. 1998/154 |
| Online Access: | Full text available on IMF |
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