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

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30 Citations (Scopus)

Original language	English
Pages (from-to)	151-171
Number of pages	21
Journal	Journal of International Money and Finance
Volume	36
DOIs	https://doi.org/10.1016/j.jimonfin.2013.03.008
Publication status	Published - 2013

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title = "Early Warning Systems for Currency Crises: A Multivariate Extreme Value Approach",

author = "P Cumperayot and Roy Kouwenberg",

year = "2013",

doi = "10.1016/j.jimonfin.2013.03.008",

language = "English",

volume = "36",

pages = "151--171",

journal = "Journal of International Money and Finance",

issn = "0261-5606",

publisher = "Elsevier",

}

TY - JOUR

T1 - Early Warning Systems for Currency Crises: A Multivariate Extreme Value Approach

AU - Cumperayot, P

AU - Kouwenberg, Roy

PY - 2013

Y1 - 2013

U2 - 10.1016/j.jimonfin.2013.03.008

DO - 10.1016/j.jimonfin.2013.03.008

M3 - Article

SN - 0261-5606

VL - 36

SP - 151

EP - 171

JO - Journal of International Money and Finance

JF - Journal of International Money and Finance

ER -