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Publications by Carl Hope Korkpoe

Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach

EMAJ: Emerging Markets Journal

English

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Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

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Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

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A Markov Switching Regime Model of Malaysia Property Cycle

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Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

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Efficiency of Microfinance Institutions in Sub – Saharan Africa: A Stochastic Frontier Approach

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Common Volatility in International Equity Markets

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