Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [dating currency crises]

International Journal of Finance and Economics

Volumn 12, Issue 4, 2007, Pages 371-388

  Lestano, ^a   Jacobs, Jan P A M ^a  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Asia crisis; Crisis dating; Crisis episodes; Crisis events; Currency crises; Exchange rate market pressure; Extreme value theory

Indexed keywords

CURRENCY; EXCHANGE RATE; FINANCIAL CRISIS; THRESHOLD;

ASIA; EURASIA; FAR EAST;

EID: 35348847128     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.316     Document Type: Article

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