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,...

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Bibliographic Details
Main Authors: Yi-Hsuan Tu, 杜怡宣
Other Authors: Ching-Chun Wei
Format: Others
Language:en_US
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/aatx8g