| An Evaluation of Leading Indicators of Currency Crises | |
|---|---|
| 學年 | 99 |
| 學期 | 1 |
| 出版（發表）日期 | 2010-11-01 |
| 作品名稱 | An Evaluation of Leading Indicators of Currency Crises |
| 作品名稱（其他語言） | |
| 著者 | Su, Chi-wei; Chang, Hsu-ling; Zhu, Meng-nan; Zang, Qiao |
| 單位 | 淡江大學國際貿易學系暨國際企業研究所 |
| 出版者 | Lagos: Academic Journals |
| 著錄名稱、卷期、頁數 | African Journal of Business Management 4(15), pp.3321-3331 |
| 摘要 | This study tries to construct leading indicators for currency crisis using probit model, logit model and binary quantile regression. The empirical results show that the Inflation rate, Stock price index, Import growth rate, export/GDP, direct investment abroad, GDP growth rate, terms of trade changes, financial derivatives and domestic credit/GDP have significant effects on the occurrence of currency crisis. The Logit model is better than the probit model and binary regression quantiles which is certain, and the Financial derivatives and Direct investment abroad are useful for leading indicators of currency crises. |
| 關鍵字 | Currency crises;binary quantile regression;probit model;logit model |
| 語言 | en |
| ISSN | 1993-8233 |
| 期刊性質 | 國外 |
| 收錄於 | SSCI |
| 產學合作 | |
| 通訊作者 | Su, Chi-wei |
| 審稿制度 | |
| 國別 | NGA |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54870 ) |
GoogleAnalytics