Journals / Journal of Business Economics and Finance / 2019 / Cilt: 8 - Sayı: 3
MODELLING AN EARLY WARNING SYSTEM FOR CURRENCY CRISES: A DYNAMIC PANEL PROBIT MODEL
- Pages
- 181–187
- DOI
- —
Abstract
Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators.