The regime-switching behaviour of exchange rates and frontier stock market prices in sub-Saharan Africa
Year of publication: |
2021
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Authors: | Korley, Maud ; Giouvris, Evangelos |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 3/122, p. 1-31
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Subject: | foreign exchange market | frontier countries | Markov-switching VAR | stock market | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Markov-Kette | Markov chain | VAR-Modell | VAR model | Subsahara-Afrika | Sub-Saharan Africa |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14030122 [DOI] hdl:10419/239538 [Handle] |
Classification: | C22 - Time-Series Models ; C24 - Truncated and Censored Models ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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