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BukuDating Currency Crises with Ad Hoc And Extreme Value-Based Thresholds: East Asia 1970–2002 - Dating Currency Crises (International Journal of Finance and Economics 12:371-388, August 2007)
Bibliografi
Author: Jacobs, Jan P.A.M. ; Lestano
Topik: Currency Crises; Crisis Episodes; Crisis Events; Crisis Dating; Exchange Rate Market Pressure; Extreme Value Theory; Asia Crisis
Bahasa: (EN )    
Penerbit: Wiley Interscience     Tempat Terbit: New York    Tahun Terbit: 2008    
Jenis: Article - diterbitkan di jurnal ilmiah internasional
Fulltext: LestanoJacobsIJFE2007.pdf (249.67KB; 8 download)
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. Copyright 2007
John Wiley & Sons, Ltd.
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