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Aziakpono, Meshach Jesse
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The behaviour of the real effective exchange rate of South Africa : is there a misalignment?
Khomo, Melvin M.
;
Aziakpono, Meshach Jesse
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-16
equilibrium value of the REER of the rand. Next, the study uses a
Markov
regime-switching
(MSM) method to determine whether the …
Persistent link: https://www.econbiz.de/10012440315
Saved in:
2
Impact of exchange rate on uncertainty in stock market : evidence from
Markov
regime-switching
GARCH family models
Zolfaghari, Mehdi
;
Hoseinzade, Saeid
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-49
We employ the
Markov
Regime-Switching
GARCH (MRS- GARCH) family models under the normal, Student's t-, and GED …
Persistent link: https://www.econbiz.de/10013179535
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