Exchange Rate Regimes and Currency Crises: an Evaluation using Extreme Value Theory
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DOI: 10.1111/j.1467-9396.2006.00643.x
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References listed on IDEAS
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- Wagner, Niklas & Marsh, Terry, 2000. "On Adaptive Tail Index Estimation for Financial Return Models," Research Program in Finance, Working Paper Series qt2651k8f5, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
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