グェン ドゥック ラップ
NGUYEN Duc Lap NGUYEN Duc Lap 所属 広島修道大学 商学部 職種 教授 |
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言語種別 | 日本語 |
発行・発表の年月 | 2015/02 |
形態種別 | 学術論文 |
標題 | Analysis of Currency Crises: Applying Dynamic Probit Model |
執筆形態 | 単著 |
掲載誌名 | Research Society of Commerce and Economics Hiroshima Shudo University |
巻・号・頁 | 55(2),pp223-234頁 |
頁数 | 13 |
概要 | The study gives the framework to analyze the currency crisis by employing a dynamic probit model with the set of leading indicators. The eminent of the approach is able to exploit the full information of dataset, along both cross countries and time dimension. It also provides a comprehensive discussion of some definitions and measurements of currency crises to make it comparable with others. |