Parametric and non-parametric approaches to exits from fixed exchange rate regimes
Year of publication: |
2010
|
---|---|
Authors: | Aşici, Ahmet Atil |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 4, p. 381-406
|
Subject: | Exchange rate regime choice | currency crisis | classification and regression tree analysis | Heckman selection model | Wechselkurssystem | Exchange rate regime | Währungskrise | Currency crisis | Fester Wechselkurs | Fixed exchange rate | Schätzung | Estimation | Welt | World | Nichtparametrisches Verfahren | Nonparametric statistics | Wechselkurspolitik | Exchange rate policy | Schätztheorie | Estimation theory |
-
Are consistent pegs really more prone to currency crises?
Esaka, Tarō, (2014)
-
Buiter, Willem H., (1990)
-
Identification of a basket peg : the model specification controversy
Moosa, Imad A., (2016)
- More ...
-
Can FDI be a panacea for unemployment? : the Turkish case
Hisarciklilar, Mehtap, (2014)
-
Nature and economic growth in Turkey : what does ecological footprint imply?
Acar, Sevil, (2017)
-
Exchange rate regime choice and currency crises
Aşici, Ahmet Atil, (2011)
- More ...