Showing 1 - 10 of 1,569
Persistent link: https://www.econbiz.de/10011417291
Persistent link: https://www.econbiz.de/10011284037
Persistent link: https://www.econbiz.de/10011375830
Persistent link: https://www.econbiz.de/10010236853
Persistent link: https://www.econbiz.de/10010197007
Persistent link: https://www.econbiz.de/10010471926
Persistent link: https://www.econbiz.de/10010503510
This paper builds two factor discrete time models in order to investigate the effect of sovereign risk on the nominal exchange rates in a Markov switching framework. The empirical section of the paper uses seven currencies from Chile, the Czech Republic, Hungary, Iceland, Japan, Korea, and...
Persistent link: https://www.econbiz.de/10011449716
Persistent link: https://www.econbiz.de/10011496886
Persistent link: https://www.econbiz.de/10011404515