A Markov-Switching Approach to Measuring Exchange Market Pressure

International Journal of Finance and Economics - United States
doi 10.1002/ijfe.415
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

A Markov Regime Switching Approach to Estimating the Volatility of Johannesburg Stock Exchange (JSE) Returns

Investment Management and Financial Innovations
ManagementFinanceBusinessEconomicsInternational ManagementStrategyAccountingEconometrics
2019English

Can the Markov Switching Model Forecast Exchange Rates?

1992English

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

Manchester School
EconomicsEconometrics
2012English

The Economic Performance of Cities: A Markov-Switching Approach

Journal of Urban Economics
Urban StudiesEconomicsEconometrics
2008English

Markov Chain Model in Measuring Brand Switching of Cooking Oil

2019English

Business Cycles Synchronization in East Asia: A Markov-Switching Approach

Economic Modelling
EconomicsEconometrics
2014English

Optimal Exchange Rates: A Market Microstructure Approach

SSRN Electronic Journal
2001English

A PLS Approach to Measuring Investor Sentiment in Chinese Stock Market

Discrete Dynamics in Nature and Society
ModelingSimulation
2017English

Price Transmission and Markov Switching Regime Shifts: An Application to the Greek Lamb Market

2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy