Differences between foreign exchange rate regimes: The view from the tails
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 11 (1992)
Issue (Month): 5 (October)
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Web page: http://www.elsevier.com/locate/inca/30443
Other versions of this item:
- Koedijk, C.G. & Stork, P.A. & Vries, C.G. de, 1992. "Differences between foreign exchange rate regimes: The view from the tails," Open Access publications from Tilburg University urn:nbn:nl:ui:12-3108712, Tilburg University.
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- Mohammad Karimi & Marcel-Cristian Voia, 2011. "Identifying Extreme Values of Exchange Market Pressure," Carleton Economic Papers 11-10, Carleton University, Department of Economics.
- Cumperayot, Phornchanok & Kouwenberg, Roy, 2013. "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 151-171.
- Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul, 2013. "Emerging markets and heavy tails," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2546-2559.
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