Explaining Financial Crises in Emerging Markets: A logit model on the Turkish data (1984-2001)

dc.contributor.author	Feridun, Mete
dc.date.accessioned	2014-08-08T10:00:34Z
dc.date.available	2014-08-08T10:00:34Z
dc.date.issued	2005-06
dc.identifier.issn	1811-5438
dc.identifier.uri	http://121.52.153.179/Volume.html
dc.identifier.uri	http://hdl.handle.net/123456789/5638
dc.description	PP.15; ill	en_US
dc.description.abstract	This article aims at explaining the financial crises Turkey experienced in the last decade through a random effects logit model which incorporates 26 macroeconomic, political, and financial sector variables. Evidence emerges that the only significant variables are current account/GDP, fiscal balance/GDP, GDP per capita, national savings growth, foreign exchange reserves, terms of trade, stock prices, and import growth. Results indicate that all variables have expected signs with the exception of import growth.	en_US
dc.language.iso	en	en_US
dc.publisher	© Lahore Schoool of Economics	en_US
dc.subject	Logit models	en_US
dc.subject	financial crises	en_US
dc.subject	currency crises	en_US
dc.subject	emerging markets	en_US
dc.title	Explaining Financial Crises in Emerging Markets: A logit model on the Turkish data (1984-2001)	en_US
dc.type	Article	en_US