An Analysis of Contagion in Emerging Currency Markets Using Multivariate Extreme Value Theory
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References listed on IDEAS
- Martin D. D. Evans, 2017.
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- Roberto Rigobon, 2002. "Contagion: How to Measure It?," NBER Chapters,in: Preventing Currency Crises in Emerging Markets, pages 269-334 National Bureau of Economic Research, Inc.
- Toshiaki Watana, 2000. "Excess kurtosis of conditional distribution for daily stock returns: the case of Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 7(6), pages 353-355.
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- Carroll Howard GRIFFIN, 2010. "The Role Of Latin American Banks In The Region’s Currency Crises," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 5, pages 55-71, June.
More about this item
- O19 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - International Linkages to Development; Role of International Organizations
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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