Essays on international financial market and asset pricing.
This dissertation consists of four chapters. The first chapter developed a new warning system for international currency crises. The existing crisis indicators in the literature are essentially static. We examine the relationship between the foreign reserves dynamics and currency crises. It is shown...
| Other Authors: | |
|---|---|
| Format: | Others |
| Language: | English Chinese |
| Published: |
2009
|
| Subjects: | |
| Online Access: | http://library.cuhk.edu.hk/record=b6074739 http://repository.lib.cuhk.edu.hk/en/item/cuhk-344372 |