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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/54870


    Title: An Evaluation of Leading Indicators of Currency Crises
    Authors: Su, Chi-wei;Chang, Hsu-ling;Zhu, Meng-nan;Zang, Qiao
    Contributors: 淡江大學國際貿易學系暨國際企業研究所
    Keywords: Currency crises;binary quantile regression;probit model;logit model
    Date: 2010-11
    Issue Date: 2013-06-13 11:22:15 (UTC+8)
    Publisher: Lagos: Academic Journals
    Abstract: 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.
    Relation: African Journal of Business Management 4(15), pp.3321-3331
    Appears in Collections:[國際企業學系暨研究所] 期刊論文

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