The tail index of Asian exchange rate returns

C.G. Koedijk, F. Nieuwland

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

Original languageEnglish
Title of host publicationAdvances in Pacific Basin financial markets (Vol. 1)
EditorsT. Bos, T.A. Fetherston
Place of PublicationGreenwich, Conn.
PublisherJAI Press
Pages131-148
Number of pages18
ISBN (Print)1559388617
Publication statusPublished - 1995
Externally publishedYes

Cite this

Koedijk, C. G., & Nieuwland, F. (1995). The tail index of Asian exchange rate returns. In T. Bos, & T. A. Fetherston (Eds.), Advances in Pacific Basin financial markets (Vol. 1) (pp. 131-148). Greenwich, Conn.: JAI Press.
Koedijk, C.G. ; Nieuwland, F. / The tail index of Asian exchange rate returns. Advances in Pacific Basin financial markets (Vol. 1). editor / T. Bos ; T.A. Fetherston. Greenwich, Conn. : JAI Press, 1995. pp. 131-148
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Koedijk, CG & Nieuwland, F 1995, The tail index of Asian exchange rate returns. in T Bos & TA Fetherston (eds), Advances in Pacific Basin financial markets (Vol. 1). JAI Press, Greenwich, Conn., pp. 131-148.

The tail index of Asian exchange rate returns. / Koedijk, C.G.; Nieuwland, F.

Advances in Pacific Basin financial markets (Vol. 1). ed. / T. Bos; T.A. Fetherston. Greenwich, Conn. : JAI Press, 1995. p. 131-148.

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

TY - CHAP

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AU - Koedijk, C.G.

AU - Nieuwland, F.

N1 - Pagination: 18

PY - 1995

Y1 - 1995

M3 - Chapter

SN - 1559388617

SP - 131

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BT - Advances in Pacific Basin financial markets (Vol. 1)

A2 - Bos, T.

A2 - Fetherston, T.A.

PB - JAI Press

CY - Greenwich, Conn.

ER -

Koedijk CG, Nieuwland F. The tail index of Asian exchange rate returns. In Bos T, Fetherston TA, editors, Advances in Pacific Basin financial markets (Vol. 1). Greenwich, Conn.: JAI Press. 1995. p. 131-148