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Statistical distributions and the identification of currency crises

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2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation452 cited

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2009Financial Crises and International Trade: The Long Way to Recovery33 cited
2007Dating currency crises with ad hoc and extreme value‐based thresholds: East Asia 1970–2002 [Dating currency crises]32 cited
2005Currency crises in Asia: a multivariate logit approach29 cited
2005Incidences of Speculative Attacks on Rupiah During The Pre- and Post-1997 Financial Crisis24 cited