Capturing long-tailed black swan risk in east asian currencies

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...

詳細記述

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書誌詳細
主要な著者: Andrews, S., Kwek, K.T, Cho, C.W.
フォーマット: Conference or Workshop Item
言語:English
出版事項: 2010
主題:
オンライン・アクセス:http://eprints.um.edu.my/11308/1/CS4-G1_Kwek.pdf
http://eprints.um.edu.my/11308/
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