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Robust lessons about practical early warning systems
16 references·8 citing·36 second hop
Robust lessons about practical early warning systems (2005)Robust lessons about practical early warn…Towards a new early warning system of financial crises (2006)Towards a new early warning s…The Unholy Trinity of Financial Contagion (2003)The Unholy Trinity of Financi…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Is the crisis problem growing more severe? (2001)Is the crisis problem growing…On crises, contagion, and confusion (2000)On crises, contagion, and con…Predicting currency crises: (1999)Predicting currency crises:Contagion and trade (1999)Contagion and tradeLeading Indicators of Currency Crises (1998)Leading Indicators of Currenc…Contagion and Trade: Why Are Currency Crises Regional? (1998)Contagion and Trade: Why Are …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 …Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …Contagious Currency Crises: First Tests (1996)Contagious Currency Crises: F…A panel project on purchasing power parity: Mean reversion within and between countries (1996)A panel project on purchasing…Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)Exchange Market Mayhem: The A…Empirical research on nominal exchange rates (1995)Empirical research on nominal…A Machine Learning-Based Early Warning System for the Housing and Stock Markets (2021)A Machine Learning-Based Earl…Currency crises in Turkey: An empirical assessment (2018)Currency crises in Turkey: An…Real and financial shocks, exchange rate regimes and the probability of a currency crisis (2017)Real and financial shocks, ex…Comparing Parametric and Non‐parametric Early Warning Systems for Currency Crises in Emerging Market Economies (2014)Comparing Parametric and Non‐…Early warning systems for currency crises: A multivariate extreme value approach (2013)Early warning systems for cur…Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies (2013)Comparing Parametric and Non-…Common determinants of currency crises: the role of external balance sheet variables (2010)Common determinants of curren…A multiscale neural network learning paradigm for financial crisis forecasting (2009)A multiscale neural network l…Bank Runs, Deposit Insurance, and Liquidity (1983)Rules, discretion and reputation in a model of monetary policy (1983)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)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)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)A Model of Balance-of-Payments Crises (1979)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)Rational and Self-Fulfilling Balance-of-Payments Crises (1984)A New Approach to Measuring Financial Contagion (2000)Contagion: Understanding How It Spreads (2000)Looting: The Economic Underworld of Bankruptcy for Profit (1993)The Real Effect of Banking Crises (2005)This Time is Different: A Panoramic View of Eight Centuries of Financial Crises (2008)Stories of the Twentieth Century for the Twenty-First (2012)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Expectations and Exchange Rate Dynamics (1976)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Specification Tests for the Multinomial Logit Model (1984)Stories of the Twentieth Century for the Twenty-First (2011)Evaluating early warning indicators of banking crises: Satisfying policy requirements (2014)Bank liquidity creation, monetary policy, and financial crises (2017)A Rational Expectations Model of Financial Contagion (2002)A New Approach to Measuring Financial Contagion (2003)Introduction: The International Diffusion of Liberalism (2006)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)
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References

  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2001Is the crisis problem growing more severe?1,324 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 1995Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks1,205 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 1996Contagious Currency Crises: First Tests847 cited
  • 1998Contagion and Trade: Why Are Currency Crises Regional?798 cited
  • 2006Towards a new early warning system of financial crises714 cited
  • 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995648 cited
  • 2003The Unholy Trinity of Financial Contagion619 cited
  • 1999Contagion and trade574 cited
  • 1995Empirical research on nominal exchange rates521 cited
  • 1999Predicting currency crises:500 cited

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Cited by

  • 2009A multiscale neural network learning paradigm for financial crisis forecasting75 cited
  • 2013Early warning systems for currency crises: A multivariate extreme value approach55 cited
  • 2017Real and financial shocks, exchange rate regimes and the probability of a currency crisis34 cited
  • 2021A Machine Learning-Based Early Warning System for the Housing and Stock Markets32 cited
  • 2014Comparing Parametric and Non‐parametric Early Warning Systems for Currency Crises in Emerging Market Economies31 cited
  • 2018Currency crises in Turkey: An empirical assessment20 cited
  • 2010Common determinants of currency crises: the role of external balance sheet variables20 cited
  • 2013Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies19 cited