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Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria
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Spagnolo, Nicola
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Applied financial economics
14
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2004
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4
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pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
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The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
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Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
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