Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets
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Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets
l NB ERSITY OF ECONOMICSINSTITUTE OF SOC IAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEV Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets VELOPMENT EC ONOMIC sDEVELOPING AN EARLY WARNING SYSTEM TO PREDICT CURRENCY CRISES IN EMERGING MARKETSMASTER OF ARTS IN DEVELOPMENT ECONOMICSByHOANG THUY HONG NHUNGAcademic SupervisorAssoc. Prof. NGlYEN VAN NGAIHo Chi Minh City, December 2014CERTIFICATION“I certify that the substance of this thesis Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets has not already been submitted for any degree and has not been currently submitted for any other degree.I certify that to the best of my knowledge andLuận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets
help received in preparing this thesis and all used sources have acknowledged in this dissertation”.HOANG THUY HONG NHVNGDate: 27111 December 20141ACl NB ERSITY OF ECONOMICSINSTITUTE OF SOC IAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEV Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets press 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, for their valuable Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets comments.My gratefulness IS also extended to all of my lecturers and staff of the Vietnam-Netherlands Program, particularly, Assoc. Prof. Nguyen TronLuận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets
g 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 their encouragementl NB ERSITY OF ECONOMICSINSTITUTE OF SOC IAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEV Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets ther people who have had any help and support for my thesis but are not above-mentioned.11ABSTRACTThis 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 macroeconomic variables and th Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets e institution variables are valuable indicators which play important roles in HWS model lor predicting the currency crises. It shows that the real excLuận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets
hange rate, export growth, import growth, current account surplus GDP, short-term debt reserves have correct sign and are statistically significant atl NB ERSITY OF ECONOMICSINSTITUTE OF SOC IAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEV Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets 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 future.Key words: cu Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets rrency crisis, early warning system, emerging market, logit modelTABLE OF-CONTENTS111CHAPTER 1:INTRODUCTION...........................................Luận văn thạc sĩ developing an early warning system to predict currency crises in emerging markets
........11.1.Problem statement........................................................11.2.Research objectives........................................l NB ERSITY OF ECONOMICSINSTITUTE OF SOC IAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVl NB ERSITY OF ECONOMICSINSTITUTE OF SOC IAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMTHE NETHERLANDSVIETNAM - THE NETHERLANDS PROGRAMME FOR M.A IN DEVGọi ngay
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