An analysis of contagion in emerging currency markets using multivariate extreme value theory

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Bibliographic Information

Title
"An analysis of contagion in emerging currency markets using multivariate extreme value theory"
Statement of Responsibility
Masahiro Fukuhara and Yasufumi Saruwatari
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2002
Book size
30 cm

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Notes

Cover title

Includes bibliographical references (p. 20-22)

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Details 詳細情報について

  • CRID
    1130282271575191680
  • NII Book ID
    BA60524047
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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