Safety-first and extreme value bilateral U.S.-Mexican portfolio optimization around the peso crisis and NAFTA in 1994
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Bibliographic InfoArticle provided by Elsevier in its journal The Quarterly Review of Economics and Finance.
Volume (Year): 47 (2007)
Issue (Month): 3 (July)
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Web page: http://www.elsevier.com/locate/inca/620167
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- Wilson, Berry & Saunders, Anthony & Caprio, Gerard, Jr, 2000. "Financial Fragility and Mexico's 1994 Peso Crisis: An Event-Window Analysis of Market-Valuation Effects," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(3), pages 450-68, August.
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