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VNUHCM Journal of

Science and Technology Development

An official journal of Viet Nam National University Ho Chi Minh City, Viet Nam since 1997

ISSN: 1859-0128
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Economics, Law and Management - Research article Open Access Logo

Comparing parametric and non-parametric early warning systems for currency crises in Vietnam

Phuong Thi My Nguyen 1, *

  1. Industrial University of Ho Chi Minh City
Correspondence to: Phuong Thi My Nguyen, Industrial University of Ho Chi Minh City. Email: pvphuc@vnuhcm.edu.vn.
Volume & Issue: Vol. 19 No. 3 (2016) | Page No.: 71-85 | DOI: 10.32508/stdj.v19i3.491
Published: 2016-09-30

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Copyright © 2016 by the author(s).

Copyright The Author(s) 2023. This article is published with open access by Vietnam National University, Ho Chi Minh city, Vietnam. This article is distributed under the terms of the Creative Commons Attribution License (CC-BY 4.0) which permits any use, distribution, and reproduction in any medium, provided the original author(s) and the source are credited. 

Abstract

The purpose of this paper is to compare performances of the parametric and nonparametric early warning systems for currency crises in Vietnam from January 2002 to December 2014. The study results showed that the method parameter effectively than the method parameter in early warning currency crises in Vietnam. Besides, the author also gives a number of recommendations to strengthen the early warning system for currency crisis in Vietnam in the future.

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