Details about Victor Pontines

Access statistics for papers by Victor Pontines.

Last updated 2009-08-02. Update your information in the RePEc Author Service.

Short-id: ppo149

Working Papers

2005

1. External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries
   International Finance, EconWPA

2004

2. Extreme Value Theory and the Incidence of Currency Crises
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations

2001

3. NO to ¥E$? Enhancing Economic Integration in East Asia through Closer Monetary Cooperation
   Discussion Papers, Philippine Institute for Development Studies View citations

Journal Articles

2009

1. Optimal common currency basket in East Asia
   Applied Economics Letters, 2009, 16, (11), 1139-1141
2. Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
   Applied Financial Economics, 2009, 19, (9), 745-752

2008

3. Economic Liberalization and Integration in East Asia: a post-crisis paradigm - by Yung Chul Park
   Asian-Pacific Economic Literature, 2008, 22, (1), 79-80
4. Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises
   International Review of Economics & Finance, 2008, 17, (3), 345-365

2007

5. The Yen, the US dollar, and the trade weighted basket of currencies: Does the choice of anchor currencies matter in identifying incidences of speculative attacks?
   Japan and the World Economy, 2007, 19, (2), 214-235

2006

6. IDENTIFYING AND DATING THE EPISODES OF SPECULATIVE PRESSURES AGAINST THE SINGAPORE DOLLAR
   The Singapore Economic Review (SER), 2006, 51, (02), 113-133 View citations