Leading Indicators of Currency Crises in Emerging Economies

Oliver Burkart () and Virginie Coudert ()

Working papers from Banque de France

Abstract: This study identifies common features of currency crises in 15 emerging countries over the period 1980-1998. By analyzing such features, we build an early-warning system aimed at predicting looming crises in probabilistic terms.

Keywords: Currency crises; Vulnerability indicators; Early-warning systems; Crisis prediction; Asian crisis; Balance of payments crises; Discriminant analysis. (search for similar items in EconPapers)
JEL-codes: F31 F47 (search for similar items in EconPapers)
Pages: 41 pages
Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
https://publications.banque-france.fr/sites/defaul ... ng-paper_74_2000.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bfr:banfra:74

Access Statistics for this paper

More papers in Working papers from Banque de France Banque de France 31 Rue Croix des Petits Champs LABOLOG - 49-1404 75049 PARIS. Contact information at EDIRC.
Bibliographic data for series maintained by Michael brassart ().