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algorithm Attack Exchange Rate Attack VAR Switching Attacks identified Attacks Attacks identified Realignment Belgian franc Belgium capture central rates currency crises Danish krone Denmark Deutsche mark Diebold display the estimated domestic credit economic fundamentals EMS currencies episodes identified equations estimated probability European Monetary System Evidence of Speculative exchange rate switching Figures display Financial French franc fundamentals and expectations Government Surplus identified Attacks identified identified Realignment Speculative identify speculative attacks IMF AEAR index Dates switching index of speculative interest rate differentials Irish punt Italian lira Italy likelihood function likelihood of switching likelihood ratio test model of speculative model switching model paper percent devaluation percent significance level period of tranquility peseta probability of switching rate switching model Real Exchange Rate Realignment Speculative Attacks reserves Source Speculative Attack Episodes Speculative Attack Exchange speculative attack regime speculative pressure speculative regime study speculative attacks T-Stat Table time-varying transition probabilities Unemployment Rate Yes Yes Yes