货币危机预警理论及实证比较研究——兼对中国的模拟分析及启示
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财经研究 2006 年 第 32 卷第 11 期, 页码：116 - 125
摘要
参考文献
摘要
随着我国汇率制度改革的不断深入,人民币汇率浮动的幅度扩大,汇率对经济的调节功能日益显现。这同时也增大了我国的货币风险。文章在论述东南亚金融危机后货币危机理论最新发展的基础上,从理论和实证角度比较了五种货币危机预警模型的预警效果、优缺点,并对预警模型在我国的模拟应用作了探讨。
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[3]Christian E Weller.Financial crisis after financial liberalization:Exceptional circum-stance or structural weakness?[J].The Journal of Development Studies,2001,38(1):98~127.
[4]Corsetti Roubin,Pesenti.What caused the Asian currency and financial crisis?[J].Ja-pan and World Economy,1999,75(4):305~373.
[5]Edwards Sebastian.Capital flows and economic performance[A].Unpublished Paper,UCLA,2000;Gil Mehrezand Daniel Kaufmann.Transparency,liberation and bankingCrisis[C].The world Bank WPS 2286,2000.
[6]Frederic S.Financial policies and the prevention of financial crises in emerging market e-conomics[R].The World Bank,Policy Research Working Paper,2683,2001.
[7]Gil Mehrez,Daniel Kaufmann.Transparency,liberalization and banking crisis[R].TheWorld Bank,Working Paper,No.2286,2000.
[8]Graciela Kaminsky,Saul Lizondo,Carmen M.Leading indicators of currency crisis[R].The World Bank Working Paper No.1852,1997.
[9]Graciela Kaminsky,Carmen M Reinhart.The twin crisis:The causes of banking and bal-ance of payments problems[J].American Economic Review,1999,89(3):473.
[10]Hellman T K Murdock,J Stiglitz.Liberalization,moral hazard in banking and pruden-tial regulation:Are capital requirements enough?[J].American Economic Review,2000,90:1147~165.
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[12]Krugman Paul.What happen to Asia?[M].Mimeo,Cambridge,MA,MIT,1998.
[13]Mishkin.Financial policies and the prevention of financial crisis in emerging marketcountries[R].NBER Working Paper N.8087,2001.
[14]Pedro Alba,Amar Bhattachaya,Stijn Claessens,Swati Ghosh and Leonardo Hernan-dez.Volatility and contagion in a financially-integrated world:Lessons from East Asia’s recent experience[R].The World Bank WPS.2008.
[15]冯芸,吴冲锋.货币危机早期预警系统[J].系统工程理论方法应用,2002,(11):12~17.
[16]张瀛.货币危机预警综合评价方法研究[J].统计研究,2004,(7):31~36.
[17]刘志强.货币危机预警指标体系研究[J].世界经济,1999,(4):17~23.
[18]乔桂明.货币替代:中国资本生产开放中的考验与政策选择[J].国际金融研究,2003,(11):63~69.
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乔桂明. 货币危机预警理论及实证比较研究——兼对中国的模拟分析及启示[J]. 财经研究, 2006, 32(11): 116–125.
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