Financial market activity under capital controls: Lessons from extreme events
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More about this item
KeywordsCapital controls; Extreme value theory; Return–volume dependence;
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- F38 - International Economics - - International Finance - - - International Financial Policy: Financial Transactions Tax; Capital Controls
- G01 - Financial Economics - - General - - - Financial Crises
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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