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Dynamic mixture models for financial time series
Haas, Markus - 2004 - 1. Aufl.
Inaugural -Dissertation zur Erlangung des Grades eines Doktors der Wirtschafts -und Sozialwissenschaften der Wirtschafts -und Sozialwissenschaftlichen Fakultät der Christian -Albrechts -Universität zu Kiel The objective of this study is the development and application of models for financial...
Persistent link: https://www.econbiz.de/10002452594
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Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D. (ed.) - 2002
Persistent link: https://www.econbiz.de/10001681636
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Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 20 (2005) 3, pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
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What the recent turmoil over Asian currencies tells us
Motoyama, Yoshihiko - In: Kyoto University economic review : memoirs of the … 66 (1996) 1, pp. 7-23
Persistent link: https://www.econbiz.de/10001243321
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A political-economy analysis of the Asian financial crisis
Liew, Leong H. - In: Journal of the Asia Pacific economy 3 (1998) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10001338843
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The US role in the long Asian crisis of 1990 - 2000
Wade, Robert - In: The political economy of the East Asian crisis and its …, (pp. 195-226). 2001
Persistent link: https://www.econbiz.de/10001583111
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Three essays on monetary economics
Chen, Shiu-sheng - 2004
Persistent link: https://www.econbiz.de/10003386775
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Long memory property and central bank intervention during the currency crisis in the daily Korean won-US dollar exchange rates
Han, Young Wook - In: The journal of the Korean economy 4 (2003) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10009763045
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Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617