The exchange rate and macroeconomic determinants: Time-varying transitional dynamics

North American Journal of Economics and Finance

Volumn 22, Issue 2, 2011, Pages 197-220

  Yuan, Chunming ^a  

^a UNIVERSITY OF MARYLAND BALTIMORE COUNTY   (United States)

Author keywords

ARCH; Exchange rate; Macroeconomic determinants; Markov switching; Time varying

Indexed keywords

EID: 79958281222     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2011.01.005     Document Type: Article

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