Regime-switching in emerging market business cycles : interest rate volatility and sudden stops
Year of publication: |
2019
|
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Authors: | Reyes-Heroles, Ricardo ; Tenorio, Gabriel |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 93.2019, p. 81-100
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Subject: | Emerging market economies | Interest rates | Markov regime-switching | Sudden stops | Uncertainty | Volatility | Schwellenländer | Emerging economies | Volatilität | Zins | Interest rate | Konjunktur | Business cycle | Kapitalmobilität | Capital mobility | Markov-Kette | Markov chain | Kapitalimport | Capital imports | Theorie | Theory |
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