A model forecasting risk for emerging market currencies
Year of publication: |
2007
|
---|---|
Authors: | Fukuhara, Masahiro ; Saruwatari, Yasufumi |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 14.2007, 4, p. 325-340
|
Subject: | Währungsrisiko | Exchange rate risk | Prognoseverfahren | Forecasting model | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Theorie | Theory | Asien | Asia |
-
Exchange rate exposure and financial crises : evidence from emerging Asian markets
Jeon, Bang-nam, (2017)
-
On crisis models : an alternative crisis definition
Eliasson, Ann-Charlotte, (2001)
-
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan, (2000)
- More ...
-
An analysis of contagion in emerging currency markets using multivariate extreme value theory
Fukuhara, Masahiro, (2002)
-
An analysis of contagion in emerging currency markets using multivariate extreme value theory
Fukuhara, Masahiro, (2003)
-
An analysis of contagion in emerging currency markets using multivariate extreme value theory
Fukuhara, Masahiro, (2003)
- More ...