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Can the Markov switching model with time varying transition probabilities forecast exchange rates?
Kim, Bonghan; Lee, Joon-haeng - In: The Korean economic review 17 (2001) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10001652201
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Reassessing the link between the Japanese yen and emerging Asian currencies
Kim, Bonghan; Kim, Hyeongwoo; Min, Hong-ghi - 2011
Persistent link: https://www.econbiz.de/10009776706
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Reassessing the link between the Japanese yen and emerging Asian currencies
Kim, Bonghan; Kim, Hyeongwoo; Min, Hong-ghi - In: Journal of international money and finance 33 (2013), pp. 306-326
Persistent link: https://www.econbiz.de/10009730713
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Export Similarity, FDI and Yen-Synchronization of East Asian Currencies : Regime Switching Regression Model and Microstructural Analysis
Kim, Bong-Han - 2010
Using a regime-switching regression model, we provide evidence of the synchronization of East Asian (Korea, Thailand, the Philippines, Indonesia, and Taiwan) currencies-dollar exchange rates with yen dollar exchange rates and report that the export similarity index and FDI between Japan and this...
Persistent link: https://www.econbiz.de/10013144869