Extreme Value Theory and the Incidence of Currency Crises
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- Licchetta, Mirko, 2009. "Common determinants of currency crises: role of external balance sheet variables," Bank of England working papers 366, Bank of England.
- Jan P. A. M. Lestano, 2007. "Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises]," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(4), pages 371-388.
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KeywordsExtreme Value Theory; Currency Crises; Exchange Market Pressure; East Asia; Latin America;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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