PL EN


2009 | LXXX (80) | 241-257
Article title

Nowa metoda identyfikacji epizodów kryzysowych na rynku walutowym w oparciu o wskaźnik presji rynkowej (EMP)

Content
Title variants
EN
A new method of identifying crisis occurrence on the currency market on basis of the exchange market pressure (EMP)
Languages of publication
PL
Abstracts
EN
The economic literature dealing with currency crises most frequently identifies crisis occurrence on the basis of a measure called exchange market pressure wchich approximates pressures on the currency markets. It is shown in this article that the identification of crises episodes obtained in this way leaves much to be desired. That is why an alternative method of identifying crisis occurence is presented in the paper. Nevetherless, the methods also benefits from the concept of echange market pressure.
Year
Volume
Pages
241-257
Physical description
Dates
published
2009
Contributors
  • Katedra Modeli i Prognoz Ekonometrycznych Uniwersytetu Łódzkiego.
References
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Document Type
Publication order reference
Identifiers
ISSN
0081-6841
YADDA identifier
bwmeta1.element.desklight-1cbef5d7-fd92-4b64-bbda-026ad8b1e298
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