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Quantification of sovereign risk: using the information in equity market prices
Oshiro, Naoto
;
Saruwatari, Yasufumi
- In:
Emerging markets review
6
(
2005
)
4
,
pp. 346-362
Persistent link: https://www.econbiz.de/10006012293
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An analysis of contagion in emerging currency markets using multivariate extreme value theory
Fukuhara, Masahiro
;
Saruwatari, Yasufumi
- In:
Monetary and economic studies
21
(
2003
)
2
,
pp. 113-131
Persistent link: https://www.econbiz.de/10009935019
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