教師資料查詢 | 類別: 期刊論文 | 教師: 蘇志偉SU, CHIH-WEI (瀏覽個人網頁)

標題: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
語言英文
ISSN1993-8233
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
國別奈及利亞
公開徵稿
出版型式紙本
相關連結
SDGs
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