Modeling and analysis for stock return movements along with exchange rates and interest rates in Markov regime-switching models

2017 ◽  
Vol 22 (S1) ◽  
pp. 2039-2048 ◽  
Author(s):  
Suyi Kim ◽  
So-Yeun Kim ◽  
Kyungmee Choi
Keyword(s):  
Exchange Rates ◽  
Interest Rates ◽  
Regime Switching ◽  
Stock Return ◽  
Markov Regime Switching ◽  
Modeling And Analysis ◽  
Regime Switching Models ◽  
Switching Models

Regime-switching models for exchange rates

2014 ◽  
Vol 21 (12) ◽  
pp. 1023-1069 ◽  
Author(s):  
Ekaterini Panopoulou ◽  
Theologos Pantelidis
Keyword(s):  
Exchange Rates ◽  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models
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