Dynamic linkages between stock market and exchange rate in MILA countries : a Markov regime switching approach (2003-2016)
Year of publication: |
2018
|
---|---|
Authors: | Sosa, Miriam ; Ortiz, Edgar ; Cabello, Alejandra |
Published in: |
Análisis económico. - México, DF : [Verlag nicht ermittelbar], ISSN 2448-6655, ZDB-ID 2218011-4. - Vol. 33.2018, 83, p. 57-74
|
Subject: | Emerging capital markets | MILA | Markov Switching VAR |
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