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The Markov-switching vector error correction model : dynamics, Bayesian inference, and application to the spot and forward Swiss franc/US dollar exchange rates

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Common Baltic-Nordic business cycles : correlation- versus Markov-switching approaches

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With strong historical ties, and economic linkages that have continued to grow after the fall of the Soviet Union, the Baltic and Nordic regions form a unique economic space. How interconnected are these regions, both to each other and to the rest of the world? Greater connections can help...

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Security prices as Markov Processes : some evidence on the random character of stock prices in the Nigeria Bourse

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Security prices as Markov Processes : some evidence on the random character of stock prices in the Nigerian Bourse

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