Search Results - subject:"Signal approach"

Early warning systems for banking crises in Montenegro : combination of signal approach and logit model

Asanović, Željka - In: Transition studies review 20 (2013) 3, pp. 405-419

Persistent link: https://www.econbiz.de/10010222275

Determinants of Currency Crises in Emerging Markets: The Case of Turkey

ÃeÅmeci, Ãzge; Ãnder, A. Ãzlem - In: Emerging Markets Finance and Trade 44 (2008) 5, pp. 54-67

This paper investigates possible determinants of currency crises in Turkey. We use three different techniquesânamely, the signaling approach, structural model, and Markov switching model with monthly data for the period 1992-2004. The results show that money market pressure index, real-sector...

Persistent link: https://www.econbiz.de/10005225770

PREDICTING CURRENCYCRISES WITH SIGNALAPPROACH: THE CASE OFTURKEY

Altintas, Halil; Oz, Bulent - In: Anadolu University Journal of Social Sciences 7 (2007) 2, pp. 19-44

in Turkey by using signal approach. Empirical analysis reveals that almost 67 percent of the indicators examined signal … found to be significant in signal approach based on their noise to signal ratio and six of indicators lacked predictive …

Persistent link: https://www.econbiz.de/10005056621