Early warning system for currency crises in emerging markets

Napoli, Vincenzo (A.A. 2021/2022) Early warning system for currency crises in emerging markets. Tesi di Laurea in International financial economics, Luiss Guido Carli, relatore Guido Traficante, pp. 48. [Master's Degree Thesis]

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Abstract/Index

Historical literature of early warning system. First-generation models. Second-generation models. Different methodologies of early warning system. The Kaminsky, Lizondo, and Reinhart (1996) signal approach model. Results of the models out-of-sample. Measuring indicator efficiency in forecasting currency crises. Currency crisis identification. Emerging markets' susceptibility to currency crises: a quantitative approach. Construction of composite crisis indicators. Probabilities of currency crisis.

References

Bibliografia: pp. 46-48.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: International financial economics
Thesis Supervisor: Traficante, Guido
Thesis Co-Supervisor: Morelli, Marco
Academic Year: 2021/2022
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 14 Sep 2023 07:44
Last Modified: 14 Sep 2023 07:44
URI: https://tesi.luiss.it/id/eprint/36434

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