The tail index of exchange rate returns

C.G. Koedijk, M.M.A. Schafgans, C.G. de Vries

Research output: Contribution to journalArticleProfessional

143 Citations (Scopus)
382 Downloads (Pure)
Original languageEnglish
Pages (from-to)93-108
JournalJournal of International Economics
Volume29
Issue number1-2
Publication statusPublished - 1990
Externally publishedYes

Cite this

Koedijk, C. G., Schafgans, M. M. A., & de Vries, C. G. (1990). The tail index of exchange rate returns. Journal of International Economics, 29(1-2), 93-108.