ASEAN-5 forex rates and crude oil : Markov regime-switching analysis
Mukhriz Izraf Azman Aziz, Zaghum Umar, Mariya Gubareva, Tatiana Sokolova and Xuan Vinh Vo
| Year of publication: |
2022
|
|---|---|
| Authors: | Mukhriz Izraf Azman Aziz ; Umar, Zaghum ; Gubareva, Mariya ; Sokolova, Tatiana V. ; Vo Xuan Vinh |
| Subject: | ASEAN-5 | Energy markets | exchange rate | Markov-switching model | oil-market shocks | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | ASEAN-Staaten | ASEAN countries | Energiemarkt | Energy market | Schätzung | Estimation | Volatilität | Volatility | Schock | Shock | Ölmarkt | Oil market | Kointegration | Cointegration | Erdöl | Petroleum | Devisenmarkt | Foreign exchange market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2083066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411364