Early Warning Systems of Currency Crises: An Empirical Investigation in Vietnam

2016 ◽  
Author(s):  
Thi Thuy Anh Vo ◽  
Xuan Thuy Ha ◽  
Nguyen Tram Anh Tran
Keyword(s):  
Early Warning ◽  
Currency Crises ◽  
Empirical Investigation ◽  
Early Warning Systems ◽  
Warning Systems

Early Warning Systems of Currency Crises: An Empirical Investigation in Vietnam

2016 ◽  
Vol 23 (4) ◽  
pp. 97-116 ◽  
Author(s):  
TRAN NGUYEN TRAM ANH ◽  
HA XUAN THUY ◽  
VO THỊ THUY ANH
Keyword(s):  
Early Warning ◽  
Currency Crises ◽  
Empirical Investigation ◽  
Early Warning Systems ◽  
Warning Systems

scholarly journals Early Warning Systems of Currency Crises: An Empirical Investigation in Vietnam

2016 ◽  
Vol 23 (04) ◽  
pp. 97-116
Author(s):  
Anh Vo Thi Thuy ◽  
Anh Tran Nguyen Tram ◽  
Thuy Ha Xuan
Keyword(s):  
Interest Rate ◽  
Early Warning ◽  
Currency Crises ◽  
Empirical Investigation ◽  
Currency Crisis ◽  
Banking System ◽  
Early Warning Systems ◽  
Warning Systems ◽  
High Interest Rate ◽  
The Government

Based on the study of Kaminsky and Reinhart (1999), this paper studies and applies early warning systems of currency crises to the case of Vietnam from 1996 to 2014. Its results show that the currency crisis is signaled six times during the observed period. Several principal indicators of the currency crisis in Vietnam include increased import, decreased export, excess real M1 balances, low international reserves and deposit growth, high interest rate and credit growth, high domestic-foreign rate differential, and decreased real output. Hence, the Government and the State Bank of Vietnam should grant appropriate policies not only to control the money supply and interest rate, but also to stimulate the ability of capital mobilization of Vietnam’s banking system and to facilitate export activities in the coming years.

scholarly journals Early Warning Systems for Currency Crises with Real-Time Data

2019 ◽  
Vol 30 (4) ◽  
pp. 813-835 ◽  
Author(s):  
Tjeerd M. Boonman ◽  
Jan P. A. M. Jacobs ◽  
Gerard H. Kuper ◽  
Alberto Romero
Keyword(s):  
Real Time ◽  
Early Warning ◽  
Currency Crises ◽  
Early Warning Systems ◽  
Warning Systems ◽  
Time Data ◽  
Real Time Data
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