Early warning systems of financial crises: implementation of a currency crisis model for Uganda
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Frankfurt/M.
HfB
2004
|
| Series: | Arbeitsberichte / Hochschule für Bankwirtschaft
59 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 49 - 51 |
| Physical Description: | 60 S. graph. Darst. 30 cm |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV019782280 | ||
| 003 | DE-604 | ||
| 005 | 20061117 | ||
| 007 | t | ||
| 008 | 050421s2004 gw d||| |||| 00||| ger d | ||
| 015 | |a 05,B12,0168 |2 dnb | ||
| 016 | 7 | |a 973285842 |2 DE-101 | |
| 035 | |a (OCoLC)62792011 | ||
| 035 | |a (DE-599)BVBBV019782280 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a ger | |
| 044 | |a gw |c XA-DE | ||
| 049 | |a DE-703 | ||
| 050 | 0 | |a HG1344 | |
| 082 | 0 | |a 332.496761 |2 22 | |
| 084 | |a QM 331 |0 (DE-625)141778: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 100 | 1 | |a Heun, Michael |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Early warning systems of financial crises |b implementation of a currency crisis model for Uganda |c Michael Heun ; Torsten Schlink. HfB, Business School of Finance & Management |
| 264 | 1 | |a Frankfurt/M. |b HfB |c 2004 | |
| 300 | |a 60 S. |b graph. Darst. |c 30 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Arbeitsberichte / Hochschule für Bankwirtschaft |v 59 | |
| 500 | |a Literaturverz. S. 49 - 51 | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Currency crises |x Mathematical models | |
| 650 | 4 | |a Currency question |z Uganda | |
| 650 | 4 | |a Financial crises |z Uganda | |
| 650 | 0 | 7 | |a Währungskrise |0 (DE-588)4396352-3 |2 gnd |9 rswk-swf |
| 651 | 7 | |a Uganda |0 (DE-588)4061457-8 |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a Uganda |0 (DE-588)4061457-8 |D g |
| 689 | 0 | 1 | |a Währungskrise |0 (DE-588)4396352-3 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Schlink, Torsten |e Verfasser |4 aut | |
| 810 | 2 | |a Hochschule für Bankwirtschaft <Frankfurt, Main> |t Arbeitsberichte |v 59 |w (DE-604)BV010756723 |9 59 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013108193&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
Record in the Search Index
| _version_ | 1805068848971382784 |
|---|---|
| adam_text |
CONTENTS
1
INTRODUCTION
.
5
2
BACKGROUND
INFORMATION
.
6
2.1
COUNTRY
.
6
2.2
FINANCIAL
SECTOR
.
10
3
LITERATURE
REVIEW
.
13
4
STEP
1:
THE
INDEX
OF
EXCHANGE
MARKET
PRESSURE
.
17
4.1
METHODOLOGY
.
17
4.2
EXCHANGE
RATES
.
18
4.2.1
OFFICIAL
MID-RATE
.
18
4.2.2
FOREIGN
EXCHANGE
BUREAUX
RATE
.
19
4.2.3
NOMINAL
EFFECTIVE
EXCHANGE
RATE
.
19
4.2.4
REAL
EFFECTIVE
EXCHANGE
RATE
.
19
4.3
IMPLEMENTATION
.
21
5
STEP
2:
THE
INDICATORS
.
24
5.1
CHOICE
OF
INDICATORS
.
24
5.2
CALCULATING
THE
INDICATORS
.
25
5.3
THE
SIGNAL-EXTRACTION
METHOD
.27
5.4
PERFORMANCE
OF
INDICATORS
-
METHODOLOGY
.
29
5.5
PERFORMANCE
OF
INDICATORS
-
IMPLEMENTATION
.
32
5.6
PRACTICAL
ISSUES
.
36
6
STEP
3:
THE
COMPOSITE
INDEX
AND
PROBABILITIES
OF
A
CURRENCY
CRISIS
.42
6.1
COMPOSITE
INDEX
-
METHODOLOGY
.42
6.2
COMPOSITE
INDEX
-
IMPLEMENTATION
.
42
6.3
PROBABILITIES
OF
A
CURRENCY
CRISIS
-
METHODOLOGY
.
44
6.4
PROBABILITIES
OF
A
CURRENCY
CRISIS
-
IMPLEMENTATION
.
45
7
CONCLUSIONS
AND
POSSIBLE
EXTENSIONS
.
48
APPENDIX
A.
THE
INDICATORS
.52
APPENDIX
B.
DATA
DEFINITIONS
.58 |
| any_adam_object | 1 |
| author | Heun, Michael Schlink, Torsten |
| author_facet | Heun, Michael Schlink, Torsten |
| author_role | aut aut |
| author_sort | Heun, Michael |
| author_variant | m h mh t s ts |
| building | Verbundindex |
| bvnumber | BV019782280 |
| callnumber-first | H - Social Science |
| callnumber-label | HG1344 |
| callnumber-raw | HG1344 |
| callnumber-search | HG1344 |
| callnumber-sort | HG 41344 |
| callnumber-subject | HG - Finance |
| classification_rvk | QM 331 |
| ctrlnum | (OCoLC)62792011 (DE-599)BVBBV019782280 |
| dewey-full | 332.496761 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.496761 |
| dewey-search | 332.496761 |
| dewey-sort | 3332.496761 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV019782280</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20061117</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">050421s2004 gw d||| |||| 00||| ger d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">05,B12,0168</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">973285842</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)62792011</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV019782280</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">ger</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG1344</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.496761</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QM 331</subfield><subfield code="0">(DE-625)141778:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Heun, Michael</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Early warning systems of financial crises</subfield><subfield code="b">implementation of a currency crisis model for Uganda</subfield><subfield code="c">Michael Heun ; Torsten Schlink. HfB, Business School of Finance & Management</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Frankfurt/M.</subfield><subfield code="b">HfB</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">60 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">30 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Arbeitsberichte / Hochschule für Bankwirtschaft</subfield><subfield code="v">59</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 49 - 51</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Currency crises</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Currency question</subfield><subfield code="z">Uganda</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial crises</subfield><subfield code="z">Uganda</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Währungskrise</subfield><subfield code="0">(DE-588)4396352-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">Uganda</subfield><subfield code="0">(DE-588)4061457-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Uganda</subfield><subfield code="0">(DE-588)4061457-8</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Währungskrise</subfield><subfield code="0">(DE-588)4396352-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Schlink, Torsten</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Hochschule für Bankwirtschaft <Frankfurt, Main></subfield><subfield code="t">Arbeitsberichte</subfield><subfield code="v">59</subfield><subfield code="w">(DE-604)BV010756723</subfield><subfield code="9">59</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013108193&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield></record></collection> |
| geographic | Uganda (DE-588)4061457-8 gnd |
| geographic_facet | Uganda |
| id | DE-604.BV019782280 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T03:56:39Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013108193 |
| oclc_num | 62792011 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | 60 S. graph. Darst. 30 cm |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | HfB |
| record_format | marc |
| series2 | Arbeitsberichte / Hochschule für Bankwirtschaft |
| spelling | Heun, Michael Verfasser aut Early warning systems of financial crises implementation of a currency crisis model for Uganda Michael Heun ; Torsten Schlink. HfB, Business School of Finance & Management Frankfurt/M. HfB 2004 60 S. graph. Darst. 30 cm txt rdacontent n rdamedia nc rdacarrier Arbeitsberichte / Hochschule für Bankwirtschaft 59 Literaturverz. S. 49 - 51 Mathematisches Modell Currency crises Mathematical models Currency question Uganda Financial crises Uganda Währungskrise (DE-588)4396352-3 gnd rswk-swf Uganda (DE-588)4061457-8 gnd rswk-swf Uganda (DE-588)4061457-8 g Währungskrise (DE-588)4396352-3 s DE-604 Schlink, Torsten Verfasser aut Hochschule für Bankwirtschaft <Frankfurt, Main> Arbeitsberichte 59 (DE-604)BV010756723 59 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013108193&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Heun, Michael Schlink, Torsten Early warning systems of financial crises implementation of a currency crisis model for Uganda Mathematisches Modell Currency crises Mathematical models Currency question Uganda Financial crises Uganda Währungskrise (DE-588)4396352-3 gnd |
| subject_GND | (DE-588)4396352-3 (DE-588)4061457-8 |
| title | Early warning systems of financial crises implementation of a currency crisis model for Uganda |
| title_auth | Early warning systems of financial crises implementation of a currency crisis model for Uganda |
| title_exact_search | Early warning systems of financial crises implementation of a currency crisis model for Uganda |
| title_full | Early warning systems of financial crises implementation of a currency crisis model for Uganda Michael Heun ; Torsten Schlink. HfB, Business School of Finance & Management |
| title_fullStr | Early warning systems of financial crises implementation of a currency crisis model for Uganda Michael Heun ; Torsten Schlink. HfB, Business School of Finance & Management |
| title_full_unstemmed | Early warning systems of financial crises implementation of a currency crisis model for Uganda Michael Heun ; Torsten Schlink. HfB, Business School of Finance & Management |
| title_short | Early warning systems of financial crises |
| title_sort | early warning systems of financial crises implementation of a currency crisis model for uganda |
| title_sub | implementation of a currency crisis model for Uganda |
| topic | Mathematisches Modell Currency crises Mathematical models Currency question Uganda Financial crises Uganda Währungskrise (DE-588)4396352-3 gnd |
| topic_facet | Mathematisches Modell Currency crises Mathematical models Currency question Uganda Financial crises Uganda Währungskrise Uganda |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013108193&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV010756723 |
| work_keys_str_mv | AT heunmichael earlywarningsystemsoffinancialcrisesimplementationofacurrencycrisismodelforuganda AT schlinktorsten earlywarningsystemsoffinancialcrisesimplementationofacurrencycrisismodelforuganda |