مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for multiple regimes in the tail behavior of emerging currency returns

Title of article :

Testing for multiple regimes in the tail behavior of emerging currency returns

Author/Authors :

Bertrand Candelon، نويسنده , , Stefan Straetmans، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1187

To page :

1205

Keywords :

Tail index , Extreme value analysis , Exchange rate regimes , Structural breaks

Journal title :

Journal of International Money and Finance

Serial Year :

2006

Journal title :

Journal of International Money and Finance

Record number :

191558

Link To Document :