haku: @indexterm Crises / yhteensä: 403
viite: 72 / 403
Tekijä: | Pozo, S. Amuedo-Dorantes, C. |
Otsikko: | Statistical distributions and the identification of currency crises |
Lehti: | Journal of International Money and Finance
2003 : AUG, VOL. 22:4, p. 591-609 |
Asiasana: | Crises Currency Exchange rates |
Vapaa asiasana: | Extreme value theory |
Kieli: | eng |
Tiivistelmä: | Extreme value theory is used to identify periods of currency crisis for a broad cross-section of Asian, European and Latin American countries. The authors argue that their methodology improves upon the more conventional methodology for defining currency crises because fewer parametric assumptions need to be satisfied. The incidence of currency crises is compared using the conventional method with the incidence obtained using the method of the authors. |
SCIMA