English, Article edition: IDENTIFYING AND DATING THE EPISODES OF SPECULATIVE PRESSURES AGAINST THE SINGAPORE DOLLAR VICTOR PONTINES; REZA SIREGAR

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Physical Description
  • article
Language
  • English

Edition details

Title
  • IDENTIFYING AND DATING THE EPISODES OF SPECULATIVE PRESSURES AGAINST THE SINGAPORE DOLLAR
Author
  • VICTOR PONTINES
  • REZA SIREGAR
Physical Description
  • article
Notes
  • The key objective of this study is to bring into light several shortcomings of early literatures in identifying episodes of currency crises. A careful examination of the basic statistical distribution of exchange market pressure index, based on a weighting scheme proposed by EichengreenâRoseâWyplosz (1995, 1996), reveals that the conventional method of defining currency crisis is statistically flawed. This study applies an alternative statistical method known as Extreme Value Analysis (EVA), originally developed by Hill (1975), and, more recently, extended by Huisman et al. (2001) to the case of Singapore from 1985 to 2003.
  • Currency crisis, exchange market pressure, extreme value theory, Singapore
  • RePEc:wsi:serxxx:v:51:y:2006:i:02:p:113-133
Language
  • English
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