Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

Journal of Banking and Financial Economics ◽

10.7172/2353-6845.jbfe.2016.2.1 ◽

2016 ◽

Vol 2016 (2) ◽

pp. 5-22 ◽

Author(s):

Fabio Comelli ◽

Keyword(s):

Early Warning ◽

Currency Crises ◽

Emerging Market ◽

Early Warning Systems ◽

Emerging Market Economies ◽

Warning Systems ◽

Market Economies

Download Full-text

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

SSRN Electronic Journal ◽

10.2139/ssrn.2437300 ◽

2014 ◽

Author(s):

Fabio Comelli

Keyword(s):

Early Warning ◽

Currency Crises ◽

Emerging Market ◽

Early Warning Systems ◽

Emerging Market Economies ◽

Warning Systems ◽

Market Economies

Download Full-text

Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies

Review of International Economics ◽

10.1111/roie.12121 ◽

2014 ◽

Vol 22 (4) ◽

pp. 700-721 ◽

Author(s):

Fabio Comelli

Keyword(s):

Early Warning ◽

Currency Crises ◽

Emerging Market ◽

Early Warning Systems ◽

Emerging Market Economies ◽

Warning Systems ◽

Market Economies ◽

Download Full-text

Comparing Parametric and Non-Parametric Early Warning Systems for Currency Crises in Emerging Market Economies

SSRN Electronic Journal ◽

10.2139/ssrn.2282969 ◽

2013 ◽

Author(s):

Fabio Comelli

Keyword(s):

Early Warning ◽

Currency Crises ◽

Emerging Market ◽

Early Warning Systems ◽

Emerging Market Economies ◽

Warning Systems ◽

Market Economies ◽

Download Full-text

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

IMF Working Papers ◽

10.5089/9781484355282.001 ◽

2014 ◽

Vol 14 (65) ◽

pp. 1 ◽

Author(s):

Fabio Comelli ◽

Keyword(s):

Early Warning ◽

Currency Crises ◽

Emerging Market ◽

Early Warning Systems ◽

Emerging Market Economies ◽

Warning Systems ◽

Market Economies

Download Full-text

Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies

IMF Working Papers ◽

10.5089/9781484300589.001 ◽

2013 ◽

Vol 13 (134) ◽

pp. 1 ◽

Author(s):

Fabio Comelli ◽

Keyword(s):

Early Warning ◽

Currency Crises ◽

Emerging Market ◽

Early Warning Systems ◽

Emerging Market Economies ◽

Warning Systems ◽

Market Economies ◽

Download Full-text

The contribution of domestic and external factors to emerging market currency crises: an early warning systems approach

International Journal of Finance & Economics ◽

10.1002/ijfe.314 ◽

2007 ◽

Vol 12 (3) ◽

pp. 317-336 ◽

Author(s):

Steven B. Kamin ◽

John Schindler ◽

Shawna Samuel

Keyword(s):

Early Warning ◽

Currency Crises ◽

Systems Approach ◽

Emerging Market ◽

Early Warning Systems ◽

External Factors ◽

Warning Systems

Download Full-text

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

SSRN Electronic Journal ◽

10.2139/ssrn.3934778 ◽

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

Download Full-text

Dating currency crises and designing early warning systems: Meta‐possibilistic fuzzy index functions

International Journal of Finance & Economics ◽

10.1002/ijfe.2350 ◽

2020 ◽

Author(s):

Nihat Tak ◽

Adem Gök

Keyword(s):

Early Warning ◽

Currency Crises ◽

Early Warning Systems ◽

Warning Systems ◽

Download Full-text

Early Warning Systems for Currency Crises: A Multivariate Extreme Value Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1761121 ◽

2010 ◽

Author(s):

Phomchanok Cumperayot ◽

Roy R. P. Kouwenberg

Keyword(s):

Early Warning ◽

Currency Crises ◽

Early Warning Systems ◽

Extreme Value ◽

Warning Systems ◽

Multivariate Extreme Value

Download Full-text

Currency Crises in Developed and Emerging Market Economies: A Comparative Empirical Treatment

SSRN Electronic Journal ◽

10.2139/ssrn.874234 ◽

2005 ◽

Author(s):

Thomson Fontaine

Keyword(s):

Currency Crises ◽

Emerging Market ◽

Empirical Treatment ◽

Emerging Market Economies ◽

Market Economies

Download Full-text