Exchange market pressure in South Africa and Kenya : an analysis using parametric and non-parametric extreme value theory
Pieter-Henk Boer, Elias Munapo, Martin Chanza, Issaah A. Mhlanga
| Year of publication: |
2019
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|---|---|
| Authors: | Boer, Pieter-Henk ; Munapo, Elias ; Chanza, Martin ; Mhlanga, Issaah A. |
| Published in: |
Journal of economic and financial sciences : JEF. - Johannesburg : Univ., ISSN 2312-2803, ZDB-ID 2824729-2. - Vol. 12.2019, 1, p. 1-15
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| Subject: | exchange market pressure | extreme value theory | generalised Pareto distribution | peak over threshold | Hill estimate | extreme pressure | currency crisis | Südafrika | South Africa | Kenia | Kenya | Währungskrise | Currency crisis | Ausreißer | Outliers | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4102/jef.v12i1.202 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012018969