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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