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A Markov‐switching approach to measuring exchange market pressure

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  • Francis Y. Kumah

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  • Francis Y. Kumah, 2011. "A Markov‐switching approach to measuring exchange market pressure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 114-130, April.
    • Handle: RePEc:wly:ijfiec:v:16:y:2011:i:2:p:114-130
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    Cited by:

    1. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
    2. Suman Das & Saikat Sinha Roy, 2021. "Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 48(2), pages 165-180, June.
    3. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.

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