Are Currency crises predictable: The performance of Probit model, Logit model and Markov-switch model
碩士 === 國立暨南國際大學 === 經濟學系 === 91 === This thesis tries to evaluate the Probit model which is proposed by Frankel and Rose in 1996 for predicting currency crises. The idea is try to answer the question：If we had been using the Probit model in late 1996, how well armed would we have been to predict the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ekka4y |