Regime shifts in the behaviour of international currency and equity markets : a Markov-switching analysis
Year of publication: |
2021
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Authors: | Dua, Pami ; Tuteja, Divya |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 19.2021, supplement 1, p. 309-336
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Subject: | Exchange rates | Linkages | Markov-switching | Regimes | Stock markets | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Volatilität | Volatility | Wechselkurs | Exchange rate | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market |
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