We provide an in-depth analysis of the predictive ability of models with fundamentals and technical indicators for fourteen emerging market currencies. Our findings suggest that the forecasts from the symmetric Taylor rule as well as from a predictive regression exploiting the informational...

This article examines the influence of IMF announcements as a source of news on currency and stock markets in the wake of the coronavirus pandemic. We use a set of IMF-related news for a sample of 14 emerging countries from December, 2019 to December, 2020. Our central finding is that IMF news...

This chapter book identifies three crisis warning indicators driven from trading in emerging markets' carry trades, and empirically examines whether these indicators could predict two major financial crises that hit the global financial markets in the last decades – The 1997-1998 Asian crisis...