Currency and Banking Crises : The Early Warnings of Distress /

The abruptness and virulence of the 1997 Asian crises have led many to claim that these crises are of a new breed and were thus unforecastable. This paper examines 102 financial crises in 20 countries and concludes that the Asian crises are not of a new variety. Overall, the 1997 Asian crises, as we...

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Главный автор: Kaminsky, Graciela
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 1999.
Серии:IMF Working Papers; Working Paper ; No. 1999/178
Online-ссылка:Full text available on IMF
Описание
Итог:The abruptness and virulence of the 1997 Asian crises have led many to claim that these crises are of a new breed and were thus unforecastable. This paper examines 102 financial crises in 20 countries and concludes that the Asian crises are not of a new variety. Overall, the 1997 Asian crises, as well as previous crises elsewhere, occur when economies are in distress, making the degree of fragility of the economy a useful indicator of future crises. Based on this idea, the paper proposes different composite leading indicators of crises, evaluated in terms of accuracy both in-sample and out-of-sample.
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Объем:1 online resource (38 pages)
Формат:Mode of access: Internet
ISSN:1018-5941
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