Arbeitspapier
Signaling Currency Crises in South Africa
Currency crises episodes of 1996, 1998, and 2001 are used to identify common country specific causes of currency crises in South Africa. The paper identifies crises by the use of an Exchange Market Pressure (EMP) index as introduced by Eichengreen, Rose and Wyplosz (1996). It extends the Signals Approach introduced by Kaminsky and Reinhart (1996, 1998) by developing a composite indicator in order to measure the evolution of currency crisis risk in South Africa. The analysis considers the standard suspects from international currency crises and country specifics as identified by the Myburgh Commission (2002) and current literature as potentially relevant indicators.
- Language
-
Englisch
- Bibliographic citation
-
Series: IWH Discussion Papers ; No. 19/2006
- Classification
-
Wirtschaft
- Subject
-
Signalansatz
Währungskrisen
Südafrika
signals approach
currency crises
South Africa
- Event
-
Geistige Schöpfung
- (who)
-
Knedlik, Tobias
- Event
-
Veröffentlichung
- (who)
-
Leibniz-Institut für Wirtschaftsforschung Halle (IWH)
- (where)
-
Halle (Saale)
- (when)
-
2006
- Handle
- URN
-
urn:nbn:de:gbv:3:2-4425
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Knedlik, Tobias
- Leibniz-Institut für Wirtschaftsforschung Halle (IWH)
Time of origin
- 2006
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