Empirical identification of currency crises: differences and similarities between indicators

Empirical studies about currency crises use very different methods to identify in which moment these actually take place. This study carries out a broad review of these indicators; they are reproduced for a period of time and are sampled in several common countries. After that they are compared to each other through a cluster analysis. The results indicate that there are considerable differences between how each one signals the crises.

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Year of publication:	2005
Authors:	Pérez, J.
Published in:	Applied Financial Economics Letters. - Taylor and Francis Journals, ISSN 1744-6546. - Vol. 1.2005, 1, p. 41-46
Publisher:	Taylor and Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005495872