Modelling East Asian exchange rates: A Markov-switching approach

Applied Financial Economics

Volumn 14, Issue 4, 2004, Pages 233-242

  Caporale, Guglielmo Maria ^a   Spagnolo, Nicola ^b  

^a LONDON SOUTH BANK UNIVERSITY   (United Kingdom)

^b BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE RATE; MARKOV CHAIN; MODELING; RANDOM WALK METHOD;

ASIA; EURASIA; FAR EAST; INDONESIA; KOREA; SOUTH KOREA; SOUTHEAST ASIA; THAILAND;

EID: 1542531134     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000201192     Document Type: Article

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