A Study of the KLR Model for Currency Crisis Forecasting in South Korea

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A Study of the KLR Model for Currency Crisis Forecasting in South Korea

This paper examines the ability of the Kaminsky-Lizondo-Reinhart (KLR) (1998) model to predict currency crises in South Korea and to forecast the probability of financial crashes in the near future in that country. The sample period of study is from 1991 to 2011, with 1991-2009 being the in-sample p...

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Bibliographic Details
Main Author:	Zhang, Lulu
Format:	Dissertation (University of Nottingham only)
Language:	English English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25086/

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