• 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
    19
  • 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