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Volumn 23, Issue 5, 2004, Pages 799-816

Explaining currency crises: A duration model approach

Author keywords

Currency crises; Duration analysis; Exchange rate credibility; Hazard rate; Semiparametric models; Tranquil periods

Indexed keywords


EID: 3242802821     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2004.03.011     Document Type: Article
Times cited : (27)

References (14)
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  • 4
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    • Eichengreen B. Rose A. Wyplosz C. Speculative attacks on pegged exchange rates: An empirical exploration with special reference to the european monetary system Canzoneri M.B. Ethier W.J. Grilli V. (Eds.). The New Transatlantic Economy 1996c 191-228 Cambridge University Press Cambridge; New York and Melbourne
    • (1996) The New Transatlantic Economy , pp. 191-228
    • Eichengreen, B.1    Rose, A.2    Wyplosz, C.3
  • 5
    • 0342313285 scopus 로고    scopus 로고
    • Currency crashes in emerging markets: An empirical treatment
    • January, Board of Governors of the Federal Reseve System
    • Frankel, J., Rose, A., January 1996. Currency crashes in emerging markets: an empirical treatment. Board of Governors of the Federal Reseve System. International Finance Discussion Papers 534, 1-28.
    • (1996) International Finance Discussion Papers , vol.534 , pp. 1-28
    • Frankel, J.1    Rose, A.2
  • 7
    • 0000708409 scopus 로고
    • Economic duration data and hazard functions
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  • 8
    • 0031391343 scopus 로고    scopus 로고
    • Explaining the duration of exchange rate pegs
    • December
    • Klein M.W. Marion N.P. Explaining the duration of exchange rate pegs Journal of Development Economics 54 2 1997 387-404 December
    • (1997) Journal of Development Economics , vol.54 , Issue.2 , pp. 387-404
    • Klein, M.W.1    Marion, N.P.2
  • 10
    • 3242773205 scopus 로고    scopus 로고
    • Financial crises: Contagion and market volatility
    • 8/9 May, A CEPR/World Bank Conf., Mimeo
    • Kumar, M., Moorthy, U., Perraudin, W., 8/9 May 1998. Financial crises: Contagion and market volatility. A CEPR/World Bank Conf., Mimeo.
    • (1998)
    • Kumar, M.1    Moorthy, U.2    Perraudin, W.3
  • 12
    • 0002123213 scopus 로고    scopus 로고
    • Current account sustanability
    • Institute for International Economics, Mimeo, Washington
    • Milesi-Ferreti G.M. Razin A. Current account sustanability 1998 Institute for International Economics, Mimeo Washington
    • (1998)
    • Milesi-Ferreti, G.M.1    Razin, A.2
  • 13
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    • Modelling the probability of leaving unemployment: Competing risk models with flexible base-line hazards
    • Narendranathan W. Stewart M.B. Modelling the probability of leaving unemployment: competing risk models with flexible base-line hazards Applied Statistics 42 1 1993 63-83
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    • Narendranathan, W.1    Stewart, M.B.2
  • 14
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    • Financial crises in emerging markets: The lessons from 1995
    • Sachs J. Tornell A. Velasco A. Financial crises in emerging markets: The lessons from 1995 Brookings Paper 27 1 1996 147-199
    • (1996) Brookings Paper , vol.27 , Issue.1 , pp. 147-199
    • Sachs, J.1    Tornell, A.2    Velasco, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.