Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10012059792
This paper assesses several early warning (EWS) models of financial crises to propose a model that can predict the incidence of a currency crisis in developing countries. For this purpose, we employ the equal weighting (EW) and dynamic model averaging (DMA) approaches to combine forecast from...
Persistent link: https://www.econbiz.de/10012311939