Modeling dynamics of short-term international capital flows in China : a Markov regime switching approach
Year of publication: |
2018
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Authors: | Ning, Ye ; Zhang, Lingxiang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 193-203
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Subject: | Markov switching models | Short-term international capital flows | Time-varying transition probability | Kapitalmobilität | Capital mobility | Markov-Kette | Markov chain | China | Internationaler Finanzmarkt | International financial market |
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