Why use Markov-switching models in exchange rate prediction?

Hsiu-Yun Lee, Show-Lin Chen

Year of publication:	2006
Authors:	Lee, Hsiu-yun ; Chen, Show-lin
Published in:	Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 23.2006, 4, p. 662-668
Subject:	Markov-Kette \| Markov chain \| Wechselkurssystem \| Exchange rate regime \| Wechselkurs \| Exchange rate \| Prognoseverfahren \| Forecasting model \| Wechselkurspolitik \| Exchange rate policy \| Rationale Erwartung \| Rational expectations \| Theorie \| Theory

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