Mariano, Roberto S; Gultekin, Bulent N; Ozmucur, Suleyman; … - In: Review of Middle East Economics and Finance 2 (2004) 2, pp. 1-21
This paper explores the issue of constructing an economic predictive model of financial vulnerability through an alternative econometric methodology that addresses drawbacks in existing approaches. The methodology entails estimating a Markov regime switching model of exchange rate movements,...
