Markov switching GARCH models of currency turmoil in southeast Asia
Year of publication: |
2007
|
---|---|
Authors: | Brunetti, Celso ; Mariano, Roberto S. ; Scotti, Chiara ; Tan, Augustine H.H. |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Foreign exchange rates | Econometric models | Financial markets |
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