Showing 161 - 170 of 832
Persistent link: https://www.econbiz.de/10003830129
This study examines the distribution of extreme values in daily currency changes for nine Asian countries. Using an improved estimator, extreme changes in Asian currencies can generally be represented by Frechet distributions. Our results are robust to the choice of the numeraire currency, the...
Persistent link: https://www.econbiz.de/10003886004
Persistent link: https://www.econbiz.de/10003408044
Persistent link: https://www.econbiz.de/10003410828
Persistent link: https://www.econbiz.de/10003647100
Persistent link: https://www.econbiz.de/10003572340
Persistent link: https://www.econbiz.de/10003749140
Persistent link: https://www.econbiz.de/10010516821
Persistent link: https://www.econbiz.de/10011976750
Persistent link: https://www.econbiz.de/10011916408