Early Warning Systems for Currency Crises: A Multivariate Extreme Value Approach

P Cumperayot, Roy Kouwenberg

Research output: Contribution to journalArticleAcademicpeer-review

25 Citations (Scopus)
Original languageEnglish
Pages (from-to)151-171
Number of pages21
JournalJournal of International Money and Finance
Volume36
DOIs
Publication statusPublished - 2013

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