Speculative attacks in the Asian crisis /
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| Author / Creator: | Zhang, Zhiwei, 1974- |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, ©2001. |
| Description: | 1 online resource (20 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper, 2227-8885 ; WP/01/189 IMF working paper ; WP/01/189. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12496568 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 no.01/189 | |
| 100 | 1 | |a Zhang, Zhiwei, |d 1974- | |
| 245 | 1 | 0 | |a Speculative attacks in the Asian crisis / |c Zhiwei Zhang. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2001. | ||
| 300 | |a 1 online resource (20 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper, |x 2227-8885 ; |v WP/01/189 | |
| 504 | |a Includes bibliographical references (pages 18-20). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 520 | |a This paper takes the Asian crisis as an example to show that the Autoregressive Conditional Hazard (ACH) model is a powerful tool for studying the time series features of speculative attacks. The ACH model proposes a duration variable to capture the changes in the frequency of attacks, which might be an important factor influencing investors' expectations. The empirical results show that the ACH model explains the crisis far better than the Probit model. The duration variable is highly significant while most fundamentals are not. The contagion effect is tested and accepted under the ACH specification. | ||
| 546 | |a English. | ||
| 650 | 0 | |a Financial crises |z Asia |x Econometric models. | |
| 650 | 0 | |a Foreign exchange |z Asia |x Econometric models. | |
| 650 | 0 | |a Speculation |x Econometric models. | |
| 650 | 0 | |a Contagion (Social psychology) |x Econometric models. | |
| 650 | 0 | |a Time-series analysis. |0 http://id.loc.gov/authorities/subjects/sh85135430 | |
| 650 | 6 | |a Change |z Asie |x Modèles économétriques. | |
| 650 | 6 | |a Spéculation |x Modèles économétriques. | |
| 650 | 6 | |a Contagion sociale |x Modèles économétriques. | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 7 | |a Financial crises |x Econometric models. |2 fast |0 (OCoLC)fst00924608 | |
| 650 | 7 | |a Foreign exchange |x Econometric models. |2 fast |0 (OCoLC)fst00931774 | |
| 650 | 7 | |a Speculation |x Econometric models. |2 fast |0 (OCoLC)fst01129141 | |
| 650 | 7 | |a Time-series analysis. |2 fast |0 (OCoLC)fst01151190 | |
| 651 | 7 | |a Asia. |2 fast |0 (OCoLC)fst01240495 | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. | |
| 776 | 0 | 8 | |i Print version: |a Zhang, Zhiwei, 1974- |t Speculative attacks in the Asian crisis. |d [Washington, D.C.] : International Monetary Fund, ©2001 |w (OCoLC)48658540 |
| 830 | 0 | |a IMF working paper ; |v WP/01/189. | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2001/189/001.2001.issue-189-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3881.5.I58W67 no.01/189 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2001/189/001.2001.issue-189-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12140597 | ||