Stability of Thai Baht: Tales from the Tails
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More about this item
Keywords
Thai baht; Exchange rate instability; Extreme value theory;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G01 - Financial Economics - - General - - - Financial Crises
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