Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Tjeerd M. Boonman"'
Publikováno v:
Open Economies Review. 31:431-470
Selecting early warning indicators to predict currency crises is not straightforward, because there are several mechanisms that lead up to currency crises and these mechanisms change over time and are not always visible, obvious or linear in nature.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f13a05f16784239304330930cffd2358
https://doi.org/10.1007/s11079-019-09565-3
https://doi.org/10.1007/s11079-019-09565-3
Publikováno v:
Open Economies Review, 30(4), 813-835. SPRINGER
This paper investigates the performance of early warning systems for currency crises in real-time, using forecasts of indicators that are available at the moment predictions are to be made. We investigate two types of commonly used early warning syst
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::56ea7d8d026230532b620844e442c420
https://doi.org/10.1007/s11079-019-09530-0
https://doi.org/10.1007/s11079-019-09530-0
Autor:
Tjeerd M. Boonman
Publikováno v:
The North American Journal of Economics and Finance. 49:273-286
The first crucial step in studying currency crises empirically is to identify these crises and to date them as precisely as possible. We construct a database of currency crisis dates for 35 emerging economies for the period 1990–2016, using data at
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd6609d75dbdc0c7583d83e883a1224e
https://doi.org/10.1016/j.najef.2019.04.006
https://doi.org/10.1016/j.najef.2019.04.006
Publikováno v:
Journal of International Money and Finance. 121:102508
We use an intertemporal model to examine the division of the Eurozone area into countries with persistent trade account surpluses and those with persistent deficits. This is done by examining the trade account balances between a Northern group of cou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9cb616f5fbd4e0e3c319a6f30f986c61
https://doi.org/10.1016/j.jimonfin.2021.102508
https://doi.org/10.1016/j.jimonfin.2021.102508
Autor:
Joscha Beckmann, Tjeerd M. Boonman
Publikováno v:
Economics Letters. 212:110205
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ed2d5b3eb867d5149ec706d2a1381e8
https://doi.org/10.1016/j.econlet.2021.110205
https://doi.org/10.1016/j.econlet.2021.110205
Publikováno v:
EconoQuantum. :47-68
The Global Financial Crisis (GFC) has affected many regions including Latin America. This paper focuses on currency crises in Argentina and Brazil, the two largest economies in South America, and with a wide experience with currency crises. We estima
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d481826b825f2089668c36490e30ec2c
https://doi.org/10.18381/eq.v14i2.7100
https://doi.org/10.18381/eq.v14i2.7100
Publikováno v:
Emerging Markets Finance and Trade, 51(supplement 6), S80-S93
We construct a continuous sovereign debt crisis index for four large Latin American countries for the period 1870-2012. To obtain the optimal set of indicators and the optimal value of the threshold for dating crises we apply the receiver operating c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ca418304a72cc23d3f176e426a6dea08
https://doi.org/10.1080/1540496x.2015.1080558
https://doi.org/10.1080/1540496x.2015.1080558
This paper investigates the performance of early warning systems in real-time, using forecasts of indicators that were available at the moment predictions are to be made. The study analyzes currency crises in eight Latin American and Central and East
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07ce02fc4b0abeda56be9048f4f30e4f
https://doi.org/10.36095/banxico/di.2017.16
https://doi.org/10.36095/banxico/di.2017.16
Autor:
Tjeerd M. Boonman
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
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instname
This article analyzes sovereign debt defaults in four Latin American countries—Argentina, Brazil, Chile and Mexico—for the period 1870-2012. The impact of sovereign defaults on real GDP growth is generally short-lived, while the impact in terms o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::756a2f58f108bba61a4f3957148b4cf7
https://hdl.handle.net/10016/34773
https://hdl.handle.net/10016/34773
Autor:
Tjeerd M. Boonman
Publikováno v:
SSRN Electronic Journal.
The first step for empirical studying currency crises is to identify or date these crises. This is not an easy task – not even the conceptual definition is agreed upon, let alone an operational definition. The choice of a definition has an impact o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f1f09ce3699c6cac78f04c0a284355a
https://doi.org/10.2139/ssrn.3033358
https://doi.org/10.2139/ssrn.3033358