Work

Testing for multiple regimes in the tail behavior of emerging currency returns

Year: 2006

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2006.08.008

Authors: Bertrand Candelon, Stefan Straetmans

Institution: Maastricht University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2153476573

FWCI: 3.97

Cites: 28

Cited by: 34

Related to: 10