The Argentinean currency crisis: A Markov-switching model estimation

Developing Economies

Volumn 44, Issue 1, 2006, Pages 79-91

  Alvarez Plata, Patricia ^a   Schrooten, Mechthild ^b  

^a DIW BERLIN   (Germany)

^b HITOTSUBASHI UNIVERSITY   (Japan)

Author keywords

Currency crises; Markov switching models; Self fulfilling speculation

Indexed keywords

CURRENCY MARKET; ESTIMATION METHOD; MODELING;

ARGENTINA; SOUTH AMERICA;

EID: 33645051450     PISSN: 00121533     EISSN: 17461049     Source Type: Journal    
DOI: 10.1111/j.1746-1049.2006.00004.x     Document Type: Article

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