Regime switching, exchange rate volatility and intervention in BRICS currency markets
Suman Das, Saikat Sinha Roy
| Year of publication: |
May 2020
|
|---|---|
| Authors: | Das, Suman ; Roy, Saikat Sinha |
| Publisher: |
New Delhi (India) : RIS, Research and Information System for Developing Countries |
| Subject: | Exchange Rate | Markov Regime Switching | Volatility | Exchange Market Pressure | Intervention Index | Market Synchronization | BRICS | Volatilität | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | BRICS-Staaten | BRICS countries | Devisenmarkt | Foreign exchange market | Markov-Kette | Markov chain | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers. - New Delhi - (India) : RIS, ZDB-ID 3135038-0. - Vol. RIS-DP # 247 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013361933