Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach
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Universitas Islam Indonesia (Islamic University of Indonesia)
Cited by 5 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. Transmission of Inflation and Exchange Rate Effects: The Markov Switching Vector Autoregressive Methodology;Journal of Risk and Financial Management;2024-05-24
2. Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries;FINANC UVER;2024
3. Forecasting Crude Oil Prices using a Hybrid Model Combining Long Short-Term Memory Neural Networks and Markov Switching Model;2023 International Conference on Future Energy Solutions (FES);2023-06-12
4. Modelling oil price shocks and exchange rate behaviour in Nigeria – A regime‐switching approach;OPEC Energy Review;2022-10-03
5. Regime shifts in equity risk premium: international evidence;Vestnik Voronezhskogo gosudarstvennogo universiteta. Ser.: Ekonomika i upravlenie = Proceedings of Voronezh State University. Series: Economics and Management;2022-03-31
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