Academic literature on the topic 'Currency crises – Models'
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Journal articles on the topic "Currency crises – Models"
Alaminos, David, Fernando Aguilar-Vijande, and José Ramón Sánchez-Serrano. "Neural Networks for Estimating Speculative Attacks Models." Entropy 23, no. 1 (January 13, 2021): 106. http://dx.doi.org/10.3390/e23010106.
Full textRangvid, Jesper. "Second Generation Models of Currency Crises." Journal of Economic Surveys 15, no. 5 (December 2001): 613–46. http://dx.doi.org/10.1111/1467-6419.00151.
Full textChong, Terence T. L., and Isabel K. Yan. "Forecasting currency crises with threshold models." International Economics 156 (December 2018): 156–74. http://dx.doi.org/10.1016/j.inteco.2018.02.001.
Full textCAKMAK, Umut. "An Evaluation of the Currency Crises Models." Ekonomik Yaklasim 18, no. 62 (2007): 1. http://dx.doi.org/10.5455/ey.10624.
Full textAlaminos, David, José Ignacio Peláez, M. Belén Salas, and Manuel A. Fernández-Gámez. "Sovereign Debt and Currency Crises Prediction Models Using Machine Learning Techniques." Symmetry 13, no. 4 (April 12, 2021): 652. http://dx.doi.org/10.3390/sym13040652.
Full textObstfeld, Maurice. "Models of currency crises with self-fulfilling features." European Economic Review 40, no. 3-5 (April 1996): 1037–47. http://dx.doi.org/10.1016/0014-2921(95)00111-5.
Full textAbdushukurov, Nurilla. "The impact of currency crises on economic growth and foreign direct investment: The analysis of emerging and developing economies." Russian Journal of Economics 5, no. 3 (October 21, 2019): 220–50. http://dx.doi.org/10.32609/j.ruje.5.38073.
Full textNagar, Venky, and Gwen Yu. "Accounting for Crises." American Economic Journal: Macroeconomics 6, no. 3 (July 1, 2014): 184–213. http://dx.doi.org/10.1257/mac.6.3.184.
Full textChionis, D., and P. Liargovas. "Currency crises in transition economies: An empirical analysis." Acta Oeconomica 53, no. 2 (June 2003): 175–94. http://dx.doi.org/10.1556/aoecon.53.2003.2.3.
Full textSbracia, Massimo, and Andrea Zaghini. "Expectations and information in second generation currency crises models." Economic Modelling 18, no. 2 (April 2001): 203–22. http://dx.doi.org/10.1016/s0264-9993(00)00034-1.
Full textDissertations / Theses on the topic "Currency crises – Models"
Solomon, Raphael Haim Reuven. "Every bank run need not cause a currency crisis. models of twin crisis with imperfect information." The Ohio State University, 2003. http://rave.ohiolink.edu/etdc/view?acc_num=osu1054309457.
Full textSROUR, SOLANGE. "CURRENCY CRISES AND CURRENCY BOARDS: A MODEL RELAXING THE CLASSICAL PPP ASSUMPTION." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2001. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14076@1.
Full textO principal objetivo da dissertação é analisar crises de realinhamento da taxa de câmbio real. O modelo desenvolvido relaxa a hipótese da PPP, que é usual nos modelos de crises cambiais, e assume que o desequilíbrio da taxa de câmbio é derivado de choques exógenos no balanço de pagamentos. Este tipo de abordagem permite explicar crises que não são derivadas da adoção de políticas inconsistentes com o regime cambial fixo e sim resultado do processo de ajuste da economia. Um aspecto fundamental do modelo é a importância do grau de comprometimento do governo em relação ao câmbio fixo. A adoção de regimes de câmbio fixo com altos custos de saída, como o currency board, pode ser racionalizada através de um modelo simples como o apresentado.
The main objective of this dissertation is to analyze real exchange rate realignment crises. The model developed abandons the PPP hypothesis, which is common in the exchange rate crises models, and assumes that disequilibrium of the exchange rate is derived from exogenous shocks at the balance of payments. This type of approach allows us to explain crises that are not derived from the adoption of policies that are inconsistent with the fixed parity, but result from the process of adjusting the economy. A fundamental aspect of the model is the importance of the degree of commitment of the government in respect to the parity. The adoption of regimes of fixed exchange rate with high costs of exit, as currency boards, can be rationalized through a simple model as the one presented below.
Špecián, Petr. "Interpretace fenoménu moderní měnové krize v rámci širších teoretických modelů ekonomiky." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-10443.
Full textMiyake, Adriana Keiko. "A economia brasileira ao longo da década de 1990 e a crise cambial de 1999: um estudo econométrico baseado nos modelos de primeira e segunda geração." Pontifícia Universidade Católica de São Paulo, 2006. https://tede2.pucsp.br/handle/handle/9289.
Full textConselho Nacional de Desenvolvimento Científico e Tecnológico
As transformações ocorridas nas últimas décadas na economia internacional provocaram graves crises monetárias e fmanceiras em diversos países, resultando em crises cambiais e no abandono do regime de câmbio fixo. O aumento do poder do capital financeiro sobre o produtivo, decorrente da maior abertura e da desregulamentação dos mercados financeiros, foi um dos fatores que aumentou a vulnerabilidade de economias menos preparadas para essas mudanças, como foi o caso de muitos países em desenvolvimento. Ainda, a abertura comercial ocorrida nesses países expôs seu setor produtivo à crescente concorrência externa de grandes empresas multinacionais. Aliada a esses fatores, a forma com que a política foi conduzida por seus respectivos governos contribuiu para a deflagração da cnse. A crise cambial brasileira, ocorrida no início de 1999, acarretou problemas para toda a economia brasileira. Diante disso, este trabalho procurou estudar os fatores que poderiam ser apontados como responsáveis por esse acontecimento, para que, no futuro, situações semelhantes sejam previstas com maior antecedência e para que medidas sejam tomadas para evitar este tipo de desfecho. Foi feito um acompanhamento da economia, ao longo da década de 1990, para se identificar as variáveis que levaram à crise cambial. A partir disso, foi utilizado um instrumental matemático (regressão do tipo Probit) para se chegar a um modelo econométrico que relacionasse essas variáveis à probabilidade de ocorrência de crise. Diferentemente do que ocorreu nos países do leste asiático, que suscitou o desenvolvimento dos modelos chamados de terceira geração, o resultado obtido no caso brasileiro se mostrou em conformidade com aspectos tanto dos modelos de primeira quanto de segunda geração
Cabrol, Sébastien. "Les crises économiques et financières et les facteurs favorisant leur occurrence." Thesis, Paris 9, 2013. http://www.theses.fr/2013PA090019.
Full textThe aim of this thesis is to analyze, from an empirical point of view, both the different varieties of economic and financial crises (typological analysis) and the context’s characteristics, which could be associated with a likely occurrence of such events. Consequently, we analyze both: years seeing a crisis occurring and years preceding such events (leading contexts analysis, forecasting). This study contributes to the empirical literature by focusing exclusively on the crises in advanced economies over the last 30 years, by considering several theoretical types of crises and by taking into account a large number of both economic and financial explanatory variables. As part of this research, we also analyze stylized facts related to the 2007/2008 subprimes turmoil and our ability to foresee crises from an epistemological perspective. Our empirical results are based on the use of binary classification trees through CART (Classification And Regression Trees) methodology. This nonparametric and nonlinear statistical technique allows us to manage large data set and is suitable to identify threshold effects and complex interactions among variables. Furthermore, this methodology leads to characterize crises (or context preceding a crisis) by several distinct sets of independent variables. Thus, we identify as leading indicators of economic and financial crises: variation and volatility of both gold prices and nominal exchange rates, as well as current account balance (as % of GDP) and change in openness ratio. Regarding the typological analysis, we figure out two main different empirical varieties of crises. First, we highlight « global type » crises characterized by a slowdown in US economic activity (stressing the role and influence of the USA in global economic conditions) and low GDP growth in the countries affected by the turmoil. Second, we find that country-specific high level of both inflation and exchange rates volatility could be considered as evidence of « idiosyncratic type » crises
Mounoussamy, Julie. "Fondements théoriques et empiriques des crises monétaires." Thesis, La Réunion, 2017. http://www.theses.fr/2017LARE0026.
Full textMonetary crises are the first financial crises in economic history, which result in the elimination or substitution of national currencies. The aim of this thesis is to study the theoretical and empirical foundations of monetary crises. Furthermore, a framework for the prevention of such crises, raging in the Euro zone since 2008, is provided. The current economic and political debates about this issue reflect the persistence and the extent of this crisis, in which the Euro's legitimacy and sovereignty is threatened in the medium term. The various rescue plans and austerity policies in troubled member states are direct consequences and costs of this crisis. Consequently, supervisory authorities need to be more vigilant in strengthening their prevention policy. The purpose of this thesis is twofold: in the first part, we analyze the concept, the historical and theoretical foundations of monetary crises, and then develop a typology of them. In the second part, we provide an empirical contribution on the determinants of monetary crises in the euro area and propose a tool for preventing currency crises by setting up an Early Warning System, through the econometric approach of the multinomial logit model. As the primary indicator of monetary crises, the detection and measurement of real exchange rate misalignments within the euro area is decisive. The equilibrium exchange rates estimation allows the assessment of currency over- or undervaluation, which is essential for the implementation of an early warning system
DE, SANTIS ROBERTA, and SANTIS Roberta DE. "Trade as international transmission mechanism of shocks: The case of Central Eastern European Countries." Doctoral thesis, La Sapienza, 2005. http://hdl.handle.net/11573/916890.
Full textWood, Emily Nicole. "Analysis of SIS Patch Model and Development of a Modified SEIR Patch Model Applied to the Current Opiate Crisis." The Ohio State University, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu15952391082538.
Full textNdiritu, Gachiri Charles. "An Application of Multiple Regression in Exchange Rate Arrangements." Thesis, University of the Western Cape, 2008. http://etd.uwc.ac.za/index.php?module=etd&action=viewtitle&id=gen8Srv25Nme4_1863_1263418792.
Full textThis project "
An application of multiple regression in exchange rate arrangement"
focused on the processes followed by different countries when choosing an exchange rate regime for currency stabilization. It analyses the consequences faced by emerging markets as a result of changes in volatility of developed countries&rsquo
currencies (American Dollar, Japanese Yen, EURO, British Pound and the Canadian Dollar).
Roelf, Nicholas Louis. "Decentralising the South African Police Service: Does South Africa's current public safety crisis and the de facto decentralising of policing necessitate a critical evaluation of its present policing model?" Master's thesis, Faculty of Law, 2021. http://hdl.handle.net/11427/33014.
Full textBooks on the topic "Currency crises – Models"
Obstfeld, Maurice. The logic of currency crises. Cambridge, MA: National Bureau of Economic Research, 1994.
Find full textObstfeld, Maurice. Models of currency crises with self-fulfilling features. London: Centre for Economic Policy Research, 1996.
Find full textObstfeld, Maurice. Models of currency crises with self-fulfilling features. Cambridge, MA: National Bureau of Economic Research, 1995.
Find full textObstfeld, Maurice. Models of currency crises with self-fulfilling features. London: Centre for Economic Policy Research, 1996.
Find full textChristian, Bordes-Marcilloux, Girardin E, and Melitz Jacques, eds. European currency crises and after. Manchester: Manchester University Press, 1995.
Find full textMilesi-Ferretti, Gian Maria. Current account reversals and currency crises: Empirical regularities. Cambridge, MA: National Bureau of Economic Research, 1998.
Find full textBerg, Andrew. Are currency crises predictable?: A test. [Washington, D.C.]: International Monetary Fund, Research Department, 1998.
Find full textSbracia, Massimo. Expectations and information in second generation currency crises models. Roma: Banca d'Italia, 2000.
Find full textSbracia, M. Expectations and information in second generation currency crises models. [Roma]: Banca d'Italia, 2000.
Find full textWeber, Axel A. Sources of currency crises: An empirical analysis. Wien: Oesterreichische Nationalbank, 1998.
Find full textBook chapters on the topic "Currency crises – Models"
Burnside, Craig, Martin Eichenbaum, and Sergio Rebelo. "currency crises models." In Banking Crises, 79–83. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137553799_11.
Full textBurnside, Craig, Martin Eichenbaum, and Sergio Rebelo. "Currency Crises Models." In The New Palgrave Dictionary of Economics, 1–5. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2177-1.
Full textBurnside, Craig, Martin Eichenbaum, and Sergio Rebelo. "Currency Crises Models." In The New Palgrave Dictionary of Economics, 2551–54. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2177.
Full textRother, Björn. "Political-Economy Crisis Models." In The Determinants of Currency Crises, 31–83. London: Palgrave Macmillan UK, 2009. http://dx.doi.org/10.1057/9780230233645_3.
Full textFratzscher, Marcel. "Identifying the Role of Contagion in Currency Crises with Markov-Switching Models." In Sovereign Risk and Financial Crises, 155–76. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-09950-6_9.
Full textZhuang, Juzhong. "Nonparametric EWS Models of Currency and Banking Crises for East Asia." In Early Warning Systems for Financial Crises, 39–122. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230501065_4.
Full textMetz, Christina E. "Currency Crisis Models With Small And Large Traders." In Lecture Notes in Economics and Mathematical Systems, 137–61. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-55471-1_12.
Full textMetz, Christina E. "Solving Currency Crisis Models in Global Games - the Morris/Shin-Model (1998)." In Lecture Notes in Economics and Mathematical Systems, 53–61. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-55471-1_5.
Full textKoo, Younghoon, Chang Seok Oh, Hyunsoo Joo, Seungjae Lee, and Jose Antonio Tan. "A Parametric EWS Model of Currency Crises for East Asia." In Early Warning Systems for Financial Crises, 123–51. London: Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230501065_5.
Full textRocco, Claudio M., and José Alí Moreno. "A Support Vector Machine Model for Currency Crises Discrimination." In Computational Intelligence in Economics and Finance, 171–81. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-06373-6_6.
Full textConference papers on the topic "Currency crises – Models"
Galić, Matej, Petra Popek Biškupec, and Marko Galić. "ASSESSMENT OF MANAGEMENT CONTROLLING IN PANDEMIC TIMES." In EU 2021 – The future of the EU in and after the pandemic. Faculty of Law, Josip Juraj Strossmayer University of Osijek, 2021. http://dx.doi.org/10.25234/eclic/18351.
Full textLeski, Florian, Michael Fruhwirth, and Viktoria Pammer-Schindler. "Who Else do You Need for a Data-Driven Business Model? Exploring Roles and Exchanged Values." In Digital Support from Crisis to Progressive Change. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-485-9.27.
Full textAdámek, Pavel, and Lucie Meixnerová. "Changes and Adaptations of Business Models Caused by the Crisis Scenario." In Seventh International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/limen.s.p.2021.9.
Full textZharikov, Mikhail. "THE MODEL OF THE BRICS' SHARED INTEREST RATE TO CIRCULATE A DIGITAL CURRENCY." In III International Conference Technology & Entrepreneurship in Digital Society. Real Economy Publishing House, 2021. http://dx.doi.org/10.17747/teds-2020-22-27.
Full textFerenček, Aljaž. "Impact Assesment of Open Government Data." In Digital Support from Crisis to Progressive Change. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-485-9.56.
Full textAbbas, Antragama Ewa, Wirawan Agahari, Montijn van de Ven, Anneke Zuiderwijk, and Mark de Reuver. "Business Data Sharing through Data Marketplaces: A Systematic Literature Review." In Digital Support from Crisis to Progressive Change. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-485-9.6.
Full textGeiger, Manuel, Franziska Jago, and Susanne Robra-Bissanzt. "Physical vs. Digital Interactions: Value Generation Within CustomerRetailer Interaction." In Digital Support from Crisis to Progressive Change. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-485-9.12.
Full textGhorbanian Zolbin, Maedeh, Khadijah Kainat, and Shahrokh Nikou. "Health Information Literacy: The Saving Grace During Traumatic Times." In Digital Support from Crisis to Progressive Change. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-485-9.22.
Full textRystemaj, Jonida, and Eniana Qarri. "THE RESPONSE OF THE ALBANIAN COMPETITION AUTHORITY TO THE COVID-19 CRISIS." In International Jean Monnet Module Conference of EU and Comparative Competition Law Issues "Competition Law (in Pandemic Times): Challenges and Reforms. Faculty of Law, Josip Juraj Strossmayer University of Osijek, 2021. http://dx.doi.org/10.25234/eclic/18825.
Full textĐorđević, Bojan, and Sunčica Stanković. "The COVID-19 Pandemic, Government Response, and Serbian Stock Market: Evidence from ARDL Cointegration Model." In 6th International Scientific Conference – EMAN 2022 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eman.s.p.2022.59.
Full textReports on the topic "Currency crises – Models"
Obstfeld, Maurice. Models of Currency Crises with Self-Fulfilling Features. Cambridge, MA: National Bureau of Economic Research, October 1995. http://dx.doi.org/10.3386/w5285.
Full textСоловйов, Володимир Миколайович, and D. N. Chabanenko. Financial crisis phenomena: analysis, simulation and prediction. Econophysic’s approach. Гумбольдт-Клуб Україна, November 2009. http://dx.doi.org/10.31812/0564/1138.
Full textChinn, Menzie, Michael Dooley, and Sona Shrestha. Latin America and East Asia in the Context of an Insurance Model of Currency Crises. Cambridge, MA: National Bureau of Economic Research, April 1999. http://dx.doi.org/10.3386/w7091.
Full textCavallo, Eduardo A., Andrew Powell, and María José González Jaramillo. Open configuration options Sudden Stops in Latin America and the Caribbean during COVID-19. Inter-American Development Bank, February 2022. http://dx.doi.org/10.18235/0003999.
Full textBatyr, A. V., Володимир Миколайович Соловйов, and E. P. Sedov. The Cyclic Surgings as One of the Reasons of the Modern Economical Crisis. Information Systems Management Institute, April 2009. http://dx.doi.org/10.31812/0564/1130.
Full textSoloviev, V. N., and Y. V. Romanenko. Economic analog of Heisenberg uncertainly principle and financial crisis. ESC "IASA" NTUU "Igor Sikorsky Kyiv Polytechnic Institute", May 2017. http://dx.doi.org/10.31812/0564/2463.
Full textVargas-Riaño, Carmiña Ofelia, and Julian Parra-Polania. Relevance of the collateral constraint form in the analysis of financial crisis interventions. Banco de la República, January 2022. http://dx.doi.org/10.32468/be.1190.
Full textTrapani, Paola. Collaborative Housing as a Response to the Housing Crisis in Auckland. Unitec ePress, July 2018. http://dx.doi.org/10.34074/ocds.0821.
Full textСоловйов, В. М., and В. В. Соловйова. Моделювання мультиплексних мереж. Видавець Ткачук О.В., 2016. http://dx.doi.org/10.31812/0564/1253.
Full textRezaie, Shogofa, Fedra Vanhuyse, Karin André, and Maryna Henrysson. Governing the circular economy: how urban policymakers can accelerate the agenda. Stockholm Environment Institute, September 2022. http://dx.doi.org/10.51414/sei2022.027.
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