Developing an early warning system to predict currency crises in emerging markets
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Developing an early warning system to predict currency crises in emerging markets
https://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMthe NETHERLANDSVIETNAM - THE NETHERLANDS PRO Developing an early warning system to predict currency crises in emerging markets OGRAMME FOR M.A IN DEVELOPMENT 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 2014CERTIFICATION“I certify that the substa Developing an early warning system to predict currency crises in emerging markets nce of this thesis has not already been submitted for any degree and has not been currently submitted for any other degree.I certify that to the bestDeveloping 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 THUY HONG NHUNGDate: 27thttps://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMthe NETHERLANDSVIETNAM - THE NETHERLANDS PRO 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, 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, Assoc.Developing an early warning system to predict currency crises in emerging markets
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 for thttps://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMthe NETHERLANDSVIETNAM - THE NETHERLANDS PRO Developing an early warning system to predict currency crises in emerging markets l 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 macroeconomi Developing an early warning system to predict currency crises in emerging markets c variables and the institution variables are valuable indicators which play important roles in EWS model for predicting the currency crises. It showsDeveloping an early warning system to predict currency crises in emerging markets
that the real exchange rate, export growth, import growth, current account surplus/GDP, short-term debt/reserves have correct sign and are statisticahttps://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMthe NETHERLANDSVIETNAM - THE NETHERLANDS PRO Developing an early warning system to predict currency crises in emerging markets ition, 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 fu Developing an early warning system to predict currency crises in emerging markets ture.Key words: currency crisis, early warning system, emerging market, logit modelTABLE OF CONTENTS4CHAPTER 1: INTRODUCTION..........................Developing an early warning system to predict currency crises in emerging markets
..........................11.1.Problem statement...................................................11.2.Research objectives...........................https://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMthe NETHERLANDSVIETNAM - THE NETHERLANDS PROhttps://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMthe NETHERLANDSVIETNAM - THE NETHERLANDS PROGọi ngay
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