Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets
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Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets
UNIVERSITY OF ECONOMICSHO CHI MINH CITYVIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVELO Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging marketsOPMENT ECONOMICSDEVELOPING AN EARLY WARNING SYSTEM TO PREDICT CURRENCY CRISES IN EMERGING MARKETSMASTER OF ARTS IN DEVELOPMENT ECONOMICSByHOANG THUY HONG NHUNGAcademic SupervisorAssoc. Prof. NGUYEN VAN NGAIHo Chi Minh City. December 2014https://khothu vien .comCERTIFICATION“I certify that the substa Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging marketsnce of this thesis has not already been submitted for any degree and lias not been currently submitted for any other degree.I certify that to the bestLuận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets
of my knowledge and help received in preparing this thesis and all used sources have acknowledged in this dissertation”.HOANG TIIUY HONG NIIUNGDate: UNIVERSITY OF ECONOMICSHO CHI MINH CITYVIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVELO Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets. I would like to express my deep gratitude to Assoc. Prof. Nguyen Van Ngai, my academic supervisor, for his patient guidance, enthusiasm and encouragement..I would also like to thank Dr. Truong Dang Thuy for his professional advices, and Mr. Truong Hong Tuan and Mr. Luong Duy Quang, former students Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets, for their valuable comments.My gratefulness is also extended to all of my lecturers and staff of the Vietnam-Netherlands Program, particularly. AssoLuận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets
c. Prof. Nguyen Trong Hoai and Dr. Pham Khanh Nam for their assistance during the first days when I started this program.I wish to thank my family forUNIVERSITY OF ECONOMICSHO CHI MINH CITYVIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVELO Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging marketsall my friends and other people who have had any help and support for my thesis but are not above-mentioned.iiABSTRACTThis thesis develops a new early warning system (EWS) model to predict the currency crises in emerging markets by using the logit regression. According to the results, the macroecono Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging marketsmic variables and the institution variables are valuable indicators which play important roles in EWS model lor predicting the currency crises. It shoLuận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets
ws that the real exchange rate, export growth, import growth. current account surplus GDP, short-term debl/rcserves have correct sign and arc statistiUNIVERSITY OF ECONOMICSHO CHI MINH CITYVIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVELO Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging marketsddition, this thesis also applies credit-scoring method to get the optimal cut-off threshold in order to have a more accurate probability of predicting currency crises. Since then, the policymakers can consider taking the effective pre-emptive actions to prevent the currency crises occurring in the Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging marketsfuture.Key words: currency crisis, early warning system, emerging market, logit modelTABLE OP CONTENTSiiiCHAPTER 1: INTRODUCTION......................Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets
...................................11.1.Problem statement.......................................................11.2.Research objectives..............UNIVERSITY OF ECONOMICSHO CHI MINH CITYVIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVELO Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging markets...........................................41.5.The structure of the thesis.............................................5CHAPTER 2:LITERATURE REVIEWS..............................................6 Luận văn thạc sĩ UEH developing an early warning system to predict currency crises in emerging marketsUNIVERSITY OF ECONOMICSHO CHI MINH CITYVIETNAMINSTITUTE OF SOCIAL STUDIESTHE HAGUETHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVELOGọi ngay
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