Bussière, Matthieu (contributor) - 2007
, estimations are computed over roughly 2000
observations.
2.2 Definition of the variables
A currency crisis is usually defined …
13
According to Wikipedia, “a currency crisis (also known as a financial crisis) occurs when the value of a currency … probability of a given event, here a currency crisis, is given by:
β
β
β
X
X
e
e
XFY
+
===
1
)()1Pr …