Modelling East Asian exchange rates : a Markov-switching approach
Year of publication: |
2004
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Spagnolo, Nicola |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 4, p. 233-242
|
Subject: | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Markov-Kette | Markov chain | Theorie | Theory | Ostasien | East Asia | Ökonometrisches Modell | Econometric model |
-
The 2008 financial crisis and potential output in Asia : impact and policy implications
Park, Cyn-Young, (2010)
-
The 2008 financial crisis and potential output in Asia : impact and policy implications
Park, Cyn-Young, (2011)
-
What can we learn about the real exchange rate behavior in the case of a peripheral country?
Ftiti, Zied, (2018)
- More ...
-
Volatility Spillovers and Contagion From Mature to Emerging Stock Markets
Caporale, Guglielmo Maria, (2008)
-
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John, (2009)
-
Volatility Spillovers and Contagion From Mature to Emerging Stock Markets
Caporale, Guglielmo Maria, (2008)
- More ...