Currency crisis contagion and the identification of transmission channels

113 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Extreme Value Theory for Finance: A Survey (2012, background): “The former issue is considered for instance by Haile and Pozo (2008), who apply EVT to set appropriate thresholds that enable to discriminate between crisis and normal periods and conclude that currency crises, as experienced in the nineties, are indeed contagious and that the main way for…”
Estimating the spot rate curve using the Nelson-Siegel model A ridge regression approach (2013, methodology): “, Haile and Pozo (2008) and use the condition number as the collinearity measure.”
Stock trend forecasting in turbulent market periods using neuro-fuzzy systems (2015, background): “Related research on this topic may be found in Sornette (2004), Verma and Ozuna (2005), Haile and Pozo (2008), Markwat et al. (2009).”