International capital flows and extreme exchange market pressure: evidence from emerging market economies

DOI10.1007/S11079-020-09599-YzbMath1470.91185OpenAlexW3087434229MaRDI QIDQ2047024

Wai-Mun Chia, Sook-Rei Tan, Wei-Siang Wang

Publication date: 19 August 2021

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11079-020-09599-y

zbMATH Keywords

extreme value theorycapital flowsmultinomial logit modelemerging market economiesexchange market pressure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Extreme value theory; extremal stochastic processes (60G70) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• A simple general approach to inference about the tail of a distribution
• Early warning systems for currency crises with real-time data
• The macroeconomic effects of large exchange rate appreciations

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