Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/35200
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Type: Journal article
Title: Identifying and dating the episodes of speculative pressures against the Singapore dollar
Author: Pontines, V.
Siregar, R.
Citation: Singapore Economic Review, 2006; 51(2):113-133
Publisher: World Scientific Publishing Co. Pte.Ltd.
Issue Date: 2006
ISSN: 0217-5908
1793-6837
Abstract: <jats:p> The key objective of this study is to bring into light several shortcomings of early literatures in identifying episodes of currency crises. A careful examination of the basic statistical distribution of exchange market pressure index, based on a weighting scheme proposed by Eichengreen–Rose–Wyplosz (1995, 1996), reveals that the conventional method of defining currency crisis is statistically flawed. This study applies an alternative statistical method known as Extreme Value Analysis (EVA), originally developed by Hill (1975), and, more recently, extended by Huisman et al. (2001) to the case of Singapore from 1985 to 2003. </jats:p>
DOI: 10.1142/s0217590806002366
Published version: http://dx.doi.org/10.1142/s0217590806002366
Appears in Collections:Aurora harvest
Economics publications

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