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Currency crises in Asia: A multivariate logit approach

Jacobs, Jan P.A.M.; Kuper, Gerard H.; Lestano - EconWPA - 2004

Indicators of financial crisis generally do not have a good track record. This paper presents an early warning system (EWS) for six countries in Asia in which indicators do work. Our binary choice model, which has been estimated for the period 1970:01–2001.12, has the following features. We...

Persistent link: https://www.econbiz.de/10005119432

Indicators of financial crises do work! An early-warning system for six Asian countries

Lestano; Jacobs, Jan; Kuper, Gerard H. - EconWPA - 2004

Indicators of financial crisis generally do not have a good track record. This paper presents an early warning system for six countries in Asia, in which indicators do work.We distinguish three types of financial crises, currency crises, banking crises and debt crises, and extract four groups of...

Persistent link: https://www.econbiz.de/10005119472

Current Account Reversals In Selected Transition Countries

Aristovnik, Aleksander - EconWPA - 2005

The paper investigates sharp reductions seen in current account deficits in selected transition countries in the 1992-2003 period. The analysis focuses on three important aspects of these current account reversals: a) to examine those factors that might have triggered the reversals and to...

Persistent link: https://www.econbiz.de/10005124954

Un Análisis de cointegración con corrección de errores de las Fugas de Capital y la Inestabilidad Política en México , An econometric model of capital flight in Mexico

Diaz-Bautista, Alejandro; Andrade, Cesar Alfredo Olivas - EconWPA - 2005

Resumen El presente estudio se centra en analizar los factores que provocan el éxodo de capital en México, entre los … interés entre México y Estados Unidos y el diferencial en las tasas de inflación México-Estados Unidos. De igual forma, se … México. Asimismo, se plantean los modelos más comunes para la estimación de la fuga de capital aplicados a México. Abstract …

Persistent link: https://www.econbiz.de/10005125516

Restaurant Prices and the Mexican Peso

Jr, Thomas M Fullerton; Coronado, Roberto - EconWPA - 2004

Mexican peso. Sample data are from El Paso, Texas and Ciudad Juarez, Mexico. A battery of statistical tests indicate that the …

Persistent link: https://www.econbiz.de/10005125523

Error Correction Exchange Rate Modeling Evidence for Mexico

Jr, Thomas M Fullerton; Hattori, Miwa; Calderon, Cuauhtemoc - EconWPA - 2004

A set of error correction models are proposed for the nominal exchange rate between the Mexican peso and the United States dollar. The basic theoretical frameworks utilize balance of payment and monetary model constructs. Empirical estimation results are fairly weak for both specifications...

Persistent link: https://www.econbiz.de/10005408160

Los Determinantes de la Inversión Extranjera de Cartera en México: Un Análisis de Corte Estructural, The determinants of foreign portfolio investment in Mexico

Diaz-Bautista, Alejandro; Chimal, Mario Alberto Rosas - EconWPA - 2005

. De igual forma se describen la historia y los antecedentes de la IEC en México. La evidencia empírica muestra que los … determinants of foreign portfolio investment in Mexico are studied, as well as the structural measures that have favored the … investment in Mexico. …

Persistent link: https://www.econbiz.de/10005408177

Financial Crises and the Presence of Foreign Banks

Tschoegl, Adrian E. - EconWPA - 2004

The paper distinguishes between the classic or traditional foreign banks with their emphasis on corporate and wholesale banking, and the innovators responding to transition, deregulation or crisis in emerging markets. The innovators come in three varieties—bettors, prospectors and...

Persistent link: https://www.econbiz.de/10005556647

Indicators of financial crises do work! An early-warning system for six Asian countries

Lestano; Jacobs, Jan; Kuper, Gerard H. - EconWPA - 2004

Persistent link: https://www.econbiz.de/10005408159

Indirect and Compounded Effects of External Crises on Growth in Emerging Markets

Melecky, Martin - EconWPA - 2005

An attempt to quantify possible negative effects of external crises in emerging market economies is made in this paper. The direct and indirect effects of the external crises, here sudden stops in capital flows and currency crises, are estimated and compounded into composite overall effects. In...

Persistent link: https://www.econbiz.de/10005408201