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Regime switching as an alternative early warning system of currency crises - an application to South-East Asia

Arias, Guillaume and Erlandsson, Ulf LU (2004) In Working Papers, Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Currency crisis, Early Warning System, Markov Switching
in
Working Papers, Department of Economics, Lund University
issue
11
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
8ffcf370-c919-4a83-b980-b48919c8cdb1 (old id 1387367)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2004_011.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-04-16 08:29:11
@misc{8ffcf370-c919-4a83-b980-b48919c8cdb1,
  author       = {Arias, Guillaume and Erlandsson, Ulf},
  keyword      = {Currency crisis,Early Warning System,Markov Switching},
  language     = {eng},
  note         = {Working Paper},
  number       = {11},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Regime switching as an alternative early warning system of currency crises - an application to South-East Asia},
  year         = {2004},
}