Ferdous, Lutfa Tilat; Kamal, Khnd Md Mostafa; Ahsan, Amirul - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-25
In this study we develop an early warning system (EWS) to forecast currency crises in emerging countries in Asia and Latin America, using logit regression on monthly data from 1992 to 2011. We found that macroeconomic and institutional variables are valuable indicators for forecasting crises....
