Identification and prediction of currency crisis : Markov switching-based approach
Jiangze Du, Runfang Yu and Kin Keung Lai
| Year of publication: |
2020
|
|---|---|
| Authors: | Du, Jiangze ; Yu, Runfang ; Lai, Kin Keung |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 65.2020, 6, p. 1667-1698
|
| Subject: | Markov switching | currency crisis | probit model | Währungskrise | Currency crisis | Markov-Kette | Markov chain | Probit-Modell | Probit model | Theorie | Theory | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0217590818500029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012589885