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Speculative Attacks in the Asian Crisis

Speculative Attacks in the Asian Crisis »

Source: Speculative Attacks in the Asian Crisis

Volume/Issue: 2001/189

Series: IMF Working Papers

Author(s): Zhiwei Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451859614

Keywords: ACH, currency crisis, duration analysis, contagion, speculative attacks, asian crisis, currency crises, equation, Econometric Modeling,

This paper takes the Asian crisis as an example to show that the Autoregressive Conditional Hazard (ACH) model is a powerful tool for studying the time series features of speculative attacks. The ACH model proposes...

Speculative Attacks in the Asian Crisis

Speculative Attacks in the Asian Crisis »

Volume/Issue: 2001/189

Series: IMF Working Papers

Author(s): Zhiwei Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

DOI: http://dx.doi.org/10.5089/9781451859614.001

ISBN: 9781451859614

Keywords: ACH, currency crisis, duration analysis, contagion, speculative attacks, asian crisis, currency crises, equation, Econometric Modeling,

This paper takes the Asian crisis as an example to show that the Autoregressive Conditional Hazard (ACH) model is a powerful tool for studying the time series features of speculative attacks. The ACH model proposes...