Do the uncertainty-induced capital outflows matter in currency crisis? : evidence from the Hong Kong speculative attacks
Douglas Kai Tim Wong, Anson Wong
| Year of publication: |
2021
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|---|---|
| Authors: | Wong, Douglas Kai Tim ; Wong, Anson |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-8
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| Subject: | Currency crisis | Hong Kong | Speculative shock | Time-varying parameter VAR | Uncertainty shock | Hongkong | Währungskrise | Schock | Shock | VAR-Modell | VAR model | Währungsspekulation | Currency speculation | Schätzung | Estimation | Spekulation | Speculation | Finanzkrise | Financial crisis |