Early warning systems for currency crises : a multivariate extreme value approach
Year of publication: |
2013
|
---|---|
Authors: | Cumperayot, Phornchanok J. ; Kouwenberg, Roy |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 36.2013, p. 151-171
|
Subject: | Währungskrise | Currency crisis | Frühwarnsystem | Early warning system | Ausreißer | Outliers | Schwellenländer | Emerging economies |
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