The tail index of exchange rate returns

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

Research output: Contribution to journalArticleProfessional

381 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.
Koedijk, C.G. ; Schafgans, M.M.A. ; de Vries, C.G. / The tail index of exchange rate returns. In: Journal of International Economics. 1990 ; Vol. 29, No. 1-2. pp. 93-108.
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Koedijk, CG, Schafgans, MMA & de Vries, CG 1990, 'The tail index of exchange rate returns' Journal of International Economics, vol. 29, no. 1-2, pp. 93-108.

The tail index of exchange rate returns. / Koedijk, C.G.; Schafgans, M.M.A.; de Vries, C.G.

In: Journal of International Economics, Vol. 29, No. 1-2, 1990, p. 93-108.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - The tail index of exchange rate returns

AU - Koedijk, C.G.

AU - Schafgans, M.M.A.

AU - de Vries, C.G.

PY - 1990

Y1 - 1990

M3 - Article

VL - 29

SP - 93

EP - 108

JO - Journal of International Economics

JF - Journal of International Economics

SN - 0022-1996

IS - 1-2

ER -