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
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.