The Volatility Of The Won-Dollar Exchange Rate During The 2008-9 Crisis
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More about this item
Keywords
Bayesian Inference; Markov Switching GARCH Models; Exchange Rate Volatility; Credit Crisis;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
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