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1
Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises
Pontines, Victor
;
Siregar, Reza Yamora
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 345-365
Persistent link: https://www.econbiz.de/10003749329
Saved in:
2
Exchange market pressure in South Africa and Kenya : an analysis using parametric and non-parametric extreme value theory
Boer, Pieter-Henk
;
Munapo, Elias
;
Chanza, Martin
; …
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012018969
Saved in:
3
Identifying and dating the episodes of speculative pressures against the Singapore dollar
Pontines, Victor
;
Siregar, Reza Yamora
- In:
The Singapore economic review : journal of the Economic …
51
(
2006
)
2
,
pp. 113-133
Persistent link: https://www.econbiz.de/10003375433
Saved in:
4
Can open capital markets help avoid currency crises?
Garita, Gus
;
Chen Zhou
-
2009
Persistent link: https://www.econbiz.de/10003806070
Saved in:
5
Identifying extreme values of exchange market pressure
Karimi, Mohammad
;
Voia, Marcel-Christian
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10011303523
Saved in:
6
Financial contagion and contagion channels in the forex market : A new approach via the dynamic mixture copula-extreme value theory
Wang, Haiying
;
Yuan, Ying
;
Li, Yiou
;
Wang, Xunhong
- In:
Economic modelling
94
(
2021
),
pp. 401-414
Persistent link: https://www.econbiz.de/10012695085
Saved in:
7
Dating currency crises with ad hoc and extreme value-based thresholds : East Asia 1970 - 2002 [dating currency crises]
Lestano, Lestano
;
Jacobs, Jan
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 371-388
Persistent link: https://www.econbiz.de/10015180236
Saved in:
8
A comparison of currency crisis dating methods : East Asia 1970 - 2002
Lestano, Lestano
(
contributor
);
Jacobs, Jan
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002598416
Saved in:
9
Correlation dynamics in east Asian financial markets
Lestano, Lestano
;
Kuper, Gerard H.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 382-399
Persistent link: https://www.econbiz.de/10011562458
Saved in:
10
Hedge funds: omniscient or just plain wrong
Brown, Stephen J.
- In:
Pacific-Basin finance journal
9
(
2001
)
4
,
pp. 301-311
Persistent link: https://www.econbiz.de/10001611709
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