Detail Dating Currency Crises With Ad Hoc And Extreme Value Based Thresholds: East Asia 1970-2002 [Dating Currency Crises] Bibliografi Author: Lestano ; Jacobs, Jan P.A.M. Topik: currency crises; crisis episodes; crisis events; crisis dating; exchange rate market pressure; extreme value theory; Asia crisis Bahasa: (EN )     Penerbit: John Wiley & Sons, Ltd.     Tempat Terbit: New York    Tahun Terbit: 2008     Jenis: Article - diterbitkan di jurnal ilmiah internasional Fulltext: datingijfe.pdf (1.17MB; 12 download) Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: RR-2761 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Abstract Generally a currency crisis is defined to occur if an index of currency pressure exceeds a threshold. This paper compares currency crisis dating methods. For two definitions of currency pressure we contrast ad hoc and extreme value based thresholds. We illustrate the methods with data of six East Asian countries for the January 1970–December 2002 period, and evaluate the methods on the basis of the IMF chronology of the Asia crisis in 1997–1999. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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