Statistical distributions and the identification of currency crises

Journal of International Money and Finance

Volumn 22, Issue 4, 2003, Pages 591-609

  Pozo, Susan ^a   Amuedo Dorantes, Catalina ^b  

^a WESTERN MICHIGAN UNIVERSITY   (United States)

^b SAN DIEGO STATE UNIVERSITY   (United States)

Author keywords

Currency crises; Exchange market pressure; Extreme value theory

Indexed keywords

EID: 0038308380     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(03)00024-X     Document Type: Article

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