Capturing long-tailed black swan risk in east asian currencies

• Main Authors: Andrews, S., Kwek, K.T, Cho, C.W.
• 格式: Conference or Workshop Item
• 語言: English
• 出版: 2010
• 主題: HB Economic Theory
• 在線閱讀: http://eprints.um.edu.my/11308/1/CS4-G1_Kwek.pdf; http://eprints.um.edu.my/11308/

The Global Financial Crisis of 2008 and the Asian Financial Crisis of 1997/1998 are two events that share a common characteristic. Both can be seen as a network crisis, though one is global and the other is regional. The world or region is currently highly inter-connected and inter-dependent through...