Stock market volatility and exchange rates in emerging countries : a Markov-state switching approach
Chkili Walid; Aloui Chaker; Omar Masood; John Fry
| Year of publication: |
2011
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|---|---|
| Authors: | Walid, Chkili ; Chaker, Aloui ; Masood, Omar ; Fry, John |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 12.2011, 3, p. 272-292
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| Subject: | Markov regime switching | Stock market volatility | Exchange rate changes | Time varying transition probabilities | Wechselkurs | Exchange rate | Volatilität | Volatility | Markov-Kette | Markov chain | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Börsenkurs | Share price | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009306830