A regime-switching approach to the study of speculative attacks: A focus on EMS crises

Empirical Economics

Volumn 27, Issue 2, 2002, Pages 299-334

  Martinez Peria, Maria Soledad ^a  

^a WORLD BANK   (United States)

Author keywords

EMS; Exchange rates; Markov regime switching models; Speculative attacks

Indexed keywords

CURRENCY MARKET; EXCHANGE RATE; FINANCIAL CRISIS; INTEREST RATE;

EUROPE;

EID: 0036524549     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810100102     Document Type: Article

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