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A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets - MaRDI portal

A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets

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Publication:6623167

DOI10.1080/07350015.2015.1137757zbMATH Open1547.62651MaRDI QIDQ6623167

Author name not available (Why is that?), Author name not available (Why is that?), Roberto Casarin

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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