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A Cardan's discriminant approach to predicting currency crashes

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  • Koh, Seng Kee
  • Fong, Wai Mun
  • Chan, Fabrice

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  • Koh, Seng Kee & Fong, Wai Mun & Chan, Fabrice, 2007. "A Cardan's discriminant approach to predicting currency crashes," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 131-148, February.
    • Handle: RePEc:eee:jimfin:v:26:y:2007:i:1:p:131-148
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    2. Li, Haiqi & Kim, Myeong Jun & Park, Sung Y., 2016. "Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 217-225.

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