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Regime-switching models for exchange rates
European Journal of Finance
◽
10.1080/1351847x.2014.904240
◽
2014
◽
Vol 21
(12)
◽
pp. 1023-1069
◽
Cited By ~ 6
Author(s):
Ekaterini Panopoulou
◽
Theologos Pantelidis
Keyword(s):
Exchange Rates
◽
Regime Switching
◽
Regime Switching Models
◽
Switching Models
Download Full-text
Related Documents
Cited By
References
The Forecasting Performance of Regime-Switching Models of Speculative Behavior for Exchange Rates
SSRN Electronic Journal
◽
10.2139/ssrn.2063184
◽
2012
◽
Cited By ~ 1
Author(s):
Ekaterini Panopoulou
◽
Theologos Pantelidis
Keyword(s):
Exchange Rates
◽
Regime Switching
◽
Regime Switching Models
◽
Switching Models
◽
Forecasting Performance
◽
Speculative Behavior
Download Full-text
Modeling and analysis for stock return movements along with exchange rates and interest rates in Markov regime-switching models
Cluster Computing
◽
10.1007/s10586-017-1519-7
◽
2017
◽
Vol 22
(S1)
◽
pp. 2039-2048
◽
Cited By ~ 1
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
Download Full-text
Markov Regime-Switching Models for Stock Returns Along with Exchange Rates and Interest Rates in Korea
Lecture Notes in Electrical Engineering - Proceedings of the 7th International Conference on Emerging Databases
◽
10.1007/978-981-10-6520-0_27
◽
2017
◽
pp. 253-259
◽
Cited By ~ 2
Author(s):
Suyi Kim
◽
So-Yeun Kim
◽
Kyungmee Choi
Keyword(s):
Exchange Rates
◽
Interest Rates
◽
Stock Returns
◽
Regime Switching
◽
Markov Regime Switching
◽
Regime Switching Models
◽
Switching Models
Download Full-text
Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence
SSRN Electronic Journal
◽
10.2139/ssrn.3019482
◽
2017
◽
Cited By ~ 1
Author(s):
Frrddric Godin
◽
Van Son Lai
◽
Denis-Alexandre Trottier
Keyword(s):
Option Pricing
◽
Regime Switching
◽
Path Dependence
◽
Regime Switching Models
◽
Switching Models
◽
Novel Approaches
Download Full-text
Time Varying Transition Probabilities for Markov Regime Switching Models
SSRN Electronic Journal
◽
10.2139/ssrn.2456632
◽
2014
◽
Cited By ~ 4
Author(s):
Marco Bazzi
◽
Francisco Blasques
◽
Siem Jan Koopman
◽
Andre Lucas
Keyword(s):
Regime Switching
◽
Transition Probabilities
◽
Time Varying
◽
Markov Regime Switching
◽
Regime Switching Models
◽
Switching Models
Download Full-text
Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed
Advances in Time Series Methods and Applications - Fields Institute Communications
◽
10.1007/978-1-4939-6568-7_14
◽
2016
◽
pp. 279-293
◽
Cited By ~ 1
Author(s):
Yulia R. Gel
◽
Vyacheslav Lyubchich
◽
S. Ejaz Ahmed
Keyword(s):
Wind Speed
◽
Regime Switching
◽
Short Term
◽
Sieve Bootstrap
◽
Regime Switching Models
◽
Switching Models
◽
Short Term Forecasting
Download Full-text
Option Pricing and Hedging for Discrete Time Regime-Switching Models
Modern Economy
◽
10.4236/me.2017.88070
◽
2017
◽
Vol 08
(08)
◽
pp. 1005-1032
◽
Cited By ~ 10
Author(s):
Bruno Rémillard
◽
Alexandre Hocquard
◽
Hugo Lamarre
◽
Nicolas Papageorgiou
Keyword(s):
Option Pricing
◽
Discrete Time
◽
Regime Switching
◽
Regime Switching Models
◽
Switching Models
◽
Time Regime
Download Full-text
Threshold effect of foreign direct investment on economic growth: new evidence from a panel regime switching models
Global Business and Economics Review
◽
10.1504/gber.2021.118212
◽
2021
◽
Vol 25
(2)
◽
pp. 177
Author(s):
Kamel Helali
◽
Maha Kalai
Keyword(s):
Economic Growth
◽
Foreign Direct Investment
◽
Regime Switching
◽
Direct Investment
◽
Threshold Effect
◽
Regime Switching Models
◽
Switching Models
◽
New Evidence
Download Full-text
Application of Regime-Switching Models of Time Series with Cubic Spline Transition Function
Soft Methodology and Random Information Systems
◽
10.1007/978-3-540-44465-7_72
◽
2004
◽
pp. 581-588
Author(s):
Tomas Bognár
◽
Jozef Komorník
◽
Magda Komorníková
Keyword(s):
Time Series
◽
Regime Switching
◽
Transition Function
◽
Cubic Spline
◽
Regime Switching Models
◽
Switching Models
Download Full-text
Regime Switching Models
The New Palgrave Dictionary of Economics
◽
10.1057/978-1-349-95189-5_2459
◽
2018
◽
pp. 11421-11426
Author(s):
James D. Hamilton
Keyword(s):
Regime Switching
◽
Regime Switching Models
◽
Switching Models
Download Full-text
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