Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s40622-021-00275-9.pdf
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Efficacy of central bank intervention in the foreign exchange market of the BRICS countries;BRICS Journal of Economics;2022-11-25
2. Following the leaders? A study of co-movement and volatility spillover in BRICS currencies;Economic Systems;2022-04
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