Exchange market pressure in South Africa and Kenya : an analysis using parametric and non-parametric extreme value theory
Year of publication: |
2019
|
---|---|
Authors: | Boer, Pieter-Henk ; Munapo, Elias ; Chanza, Martin ; Mhlanga, Issaah A. |
Published in: |
Journal of economic and financial sciences : JEF. - Johannesburg : Univ., ISSN 2312-2803, ZDB-ID 2824729-2. - Vol. 12.2019, 1, p. 1-15
|
Subject: | exchange market pressure | extreme value theory | generalised Pareto distribution | peak over threshold | Hill estimate | extreme pressure | currency crisis | Devisenmarkt | Foreign exchange market | Südafrika | South Africa | Währungskrise | Currency crisis | Kenia | Kenya | Ausreißer | Outliers | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Wechselkurs | Exchange rate |
-
Identifying extreme values of exchange market pressure
Karimi, Mohammad, (2015)
-
Ndlovu, Thabani, (2023)
-
Extremes, return level and identification of currency crises
Qin, Xiao, (2014)
- More ...
-
Motjolopane, Ignitia, (2023)
-
The benefits of mentoring and coaching in the public sector
Ganesh, Aaron, (2015)
-
Investigating causes of delays and cost escalation in project execution during turnarounds
Mhlanga, Mfanimpela Zacharia, (2016)
- More ...