Leading Indicators of Currency Crises
碩士 === 靜宜大學 === 財務金融研究所 === 97 === This research is trying to construct leading indicators for currency crisis by probit model, logit model and binary regression quantile. The empirical results show that the Inflation rate, Stock price index, Import growth rate, Export/GDP, Direct investment abroad,...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2009
|
Online Access: | http://ndltd.ncl.edu.tw/handle/aatx8g |