Jacobs, Jan P.A.M.; Kuper, Gerard H. - In: Asia-Pacific financial markets : integration, …, (pp. 157-173). 2007
Indicators of financial crises generally do not have a good track record. This chapter presents an early warning system (EWS) for six countries in Asia in which indicators do work. We extract a full list of currency crisis indicators from the literature, apply factor analysis to combine the...