Kim, Bong-Han; Min, Hong-Ghi; McDonald, Judy; Hwang, … - In: Journal of the Japanese and International Economies 26 (2012) 2, pp. 221-232
Using a regime-switching regression model, we find evidence of synchronization between the Swiss-franc exchange rates of floating East Asian currencies and the Swiss-franc–Japanese-yen exchange rate over the period 1999–2006. The volatility of Swiss-franc–East-Asian currencies’ exchange...
