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Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach
16 references·4 citing·37 second hop
Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach (2004)Predicting Currency Crisis Contagion from…On crises, contagion, and confusion (2000)On crises, contagion, and con…Contagion: Understanding How It Spreads (2000)Contagion: Understanding How …What caused the Asian currency and financial crisis? (1999)What caused the Asian currenc…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…Leading Indicators of Currency Crises (1999)Leading Indicators of Currenc…Balance Sheets, the Transfer Problem, and Financial Crises (1999)Balance Sheets, the Transfer …The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Evidence on Structural Instability in Macroeconomic Time Series Relations (1996)Evidence on Structural Instab…Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …Contagious Currency Crises (1996)Contagious Currency CrisesExchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)Exchange Market Mayhem: The A…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Data Science for Economics and Finance (2021)Data Science for Economics an…Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty (2016)Toward Robust Early-Warning M…Comparison of Prediction Performances of Artificial Neural Network (ANN) and Vector Autoregressive (VAR) Models by Using the Macroeconomic Variables of Gold Prices, Borsa Istanbul (BIST) 100 Index and US Dollar-Turkish Lira (USD/TRY) Exchange Rates (2015)Comparison of Prediction Perf…Early‐warning analysis for currency crises in emerging markets: A revisit with fuzzy clustering (2010)Early‐warning analysis for cu…A Model of Balance-of-Payments Crises (1979)No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)Emerging markets finance (2003)Empirical exchange rate models of the seventies (1983)Political and economic determinants of budget deficits in the industrial democracies (1989)Political and Monetary Institutions and Public Financial Policies in the Industrial Countries (1991)Models of Currency Crises with Self-Fulfilling Features (1995)Is the crisis problem growing more severe? (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)Credit Cycles (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Short-Term Capital Flows (1999)Balance Sheets and Exchange Rate Policy (2004)Leverage Cycles and the Anxious Economy (2008)Credit Rationing in Markets with Imperfect Information (1981)A Simple Model of Herd Behavior (1992)Economic Crises: Evidence and Insights from East Asia (1998)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Demand–Deposit Contracts and the Probability of Bank Runs (2005)New Indexes of Coincident and Leading Economic Indicators (1989)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)International Financial Crises: Causes, Prevention, and Cures (2000)‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion (2005)The great retrenchment: international capital flows during the global financial crisis (2011)A Rational Expectations Model of Financial Contagion (2002)A New Approach to Measuring Financial Contagion (2003)Introduction: The International Diffusion of Liberalism (2006)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 1995Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks1,205 cited
  • 1999Balance Sheets, the Transfer Problem, and Financial Crises991 cited
  • 1996Contagious Currency Crises959 cited
  • 1999What caused the Asian currency and financial crisis?915 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 2000Contagion: Understanding How It Spreads812 cited
  • 1999Leading Indicators of Currency Crises696 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995648 cited
  • 1996Evidence on Structural Instability in Macroeconomic Time Series Relations617 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations

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Cited by

  • 2015Comparison of Prediction Performances of Artificial Neural Network (ANN) and Vector Autoregressive (VAR) Models by Using the Macroeconomic Variables of Gold Prices, Borsa Istanbul (BIST) 100 Index and US Dollar-Turkish Lira (USD/TRY) Exchange Rates50 cited
  • 2021Data Science for Economics and Finance42 cited
  • 2010Early‐warning analysis for currency crises in emerging markets: A revisit with fuzzy clustering32 cited
  • 2016Toward Robust Early-Warning Models: A Horse Race, Ensembles and Model Uncertainty22 cited