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Author: | Liu, S. Lindholm, C.K. |
Title: | Portföljbalansmodellen som hjälpmedel för att förutse valutakriser: en tillämpning på den finländska valutakrisen 1992 (The portfolio balance model as a tool for predicting currency crises. Summary) |
Journal: | Ekonomiska Samfundets Tidskrift = The Journal of the Economic Society of Finland
2005 : VOL. 58:1, 37-44, 58 |
Index terms: | Portfolio management Currency Economic crisis |
Language: | swe |
Abstract: | With the deregulation of international capital flows, currency crises - massive outflows of capital resulting in the forced devaluation or floating of a pegged currecy - have become a major threat to macroeconomic stability. The paper presents an application of the portfolio balance model as a tool for predicting currency crises. Using fuzzy cluster programming, the model is then tested on the Finnish currency crisis of 1992 (original in Swedish). |
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