A Model Forecasting Risk for Emerging Market Currencies
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DOI: 10.1007/s10690-008-9065-1
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Cited by:
- Da Huo, 2013. "Cluster Analysis of Market Potential in Emerging Markets: A Dynamic Research based on Markov Chain," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 218-231, December.
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Keywords
Risk forecast model; Markov regime switch; Emerging market currency; Equity market information;All these keywords.
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