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...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/11308/1/CS4-G1_Kwek.pdf http://eprints.um.edu.my/11308/ |
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