Interest rate volatility regimes in selected Asian countries : a univariate Markov switching analysis
Year of publication: |
2020
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Authors: | Ozdemir, Dicle |
Published in: |
Frontiers of economics in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-3444, ZDB-ID 2295851-4. - Vol. 15.2020, 1, p. 56-69
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Subject: | regime switching | Markov regime | nominal interest rate | Asian countries | emerging economies | business cycle | volatility | switching autoregressive model | Volatilität | Volatility | Zins | Interest rate | Markov-Kette | Markov chain | Asien | Asia | Konjunktur | Business cycle | Schwellenländer | Emerging economies |
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