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Informe Anual 2004
			: Por una economía mundial para todos

Informe Anual 2004 : Por una economía mundial para todos »

Series: Annual Report of the Executive Board

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2004

Language: Spanish

DOI: http://dx.doi.org/10.5089/9781589063730.011

ISBN: 9781589063730

El Informe Anual a la Junta de Gobernadores pasa revista a las actividades y políticas del FMI durante un ejercicio determinado. Consta de cinco capítulos: 1) Panorama general, 2) Evolución económica y financiera m...

Predicting Emerging Market Currency Crashes

Predicting Emerging Market Currency Crashes »

Volume/Issue: 2002/7

Series: IMF Working Papers

Author(s): W. Perraudin , Manmohan Kumar , and Uma Moorthy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

DOI: http://dx.doi.org/10.5089/9781451842425.001

ISBN: 9781451842425

Keywords: emerging market crises, trading strategies, probability, exchange rate, probabilities, foreign exchange, forecasting

This paper assesses the extent to which crashes in emerging market currencies are predictable using simple logit models based on lagged macroeconomic and financial data. To evaluate our model, we calculate trading...