Fundamentals and Joint Currency Crises
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More about this item
Keywordsasymptotic dependence; currency market linkages; financial crises; fundamentals; heavy tails;
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G39 - Financial Economics - - Corporate Finance and Governance - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-13 (All new papers)
- NEP-FIN-2004-06-13 (Finance)
- NEP-IFN-2004-06-13 (International Finance)
- NEP-MAC-2004-06-13 (Macroeconomics)
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