Markov Switching VAR Model of Speculative Pressure: An Application to the Asian Financial Crisis
Markov switching models with time-varying transition probabilities address the limitations of the earlier methods in the early warning system literature on currency crises. Most of the Markov switching models in the literature are largely based on univariate models of exchange rate fluctuations. In...
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| المؤلف الرئيسي: | |
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2009
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| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/etd_coll/27 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1026&context=etd_coll |
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