Browsing Working Papers by Subject "Extreme quantiles"

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Browsing Working Papers by Subject "Extreme quantiles"

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    Title: The Effect of Capital Controls on Exchange Rate Risk  Author(s): VERSTEEG, Roald; STRAETMANS, Stefan Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI MWP;2010/33 Abstract: Many countries try to smooth their exchange rate movements by means of capital controls or otherwise. By the use of statistical extreme value analysis, we investigate if capital controls succeed in lowering foreign exchange ...