A Markov-switching approach to measuring exchange market pressure
Year of publication: |
2011
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Authors: | Kumah, Francis Y. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 2, p. 114-130
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Subject: | Exchange market pressure | Markov-switching models | monetary policy | Devisenmarkt | Foreign exchange market | Geldpolitik | Monetary policy | Markov-Kette | Markov chain | Währungskrise | Currency crisis | Wechselkurs | Exchange rate | Schätzung | Estimation |
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