Early Warning for Currency Crises: What Is the Role of Financial Openness?

B-Tier
Journal: Review of International Economics
Year: 2014
Volume: 22
Issue: 4
Pages: 722-743

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The paper explores whether financial openness—capital account openness and gross capital inflows—makes countries vulnerable to currency crises. A quarterly dataset on 46 advanced and emerging market economies (AEs and EMEs) during 1975Q1–2011Q4 is used, with the period after Q2 2007 used for out-of-sample testing. The key findings are: (1) capital account openness is associated with lower probability of currency crises, but less so for EMEs; (2) surges in gross capital flows are associated with increased risk of currency crises; and (3) the model performs well out-of-sample, confirming that early warning models are helpful in judging relative vulnerability.

Technical Details

RePEc Handle
repec:bla:reviec:v:22:y:2014:i:4:p:722-743
Journal Field
International
Author Count
2
Added to Database
2026-01-25