Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach

著录项

• 来源
  《Emerging markets review》 |2011年第3期|p.272-292|共21页
• 作者

  Chkili Walid; Aloui Chaker; Omar Masood; John Fry;

  展开▼
• 作者单位

  International Finance Group-Tunisia, Faculty of Management and Economic Sciences of Tunis, El Manar University,El Manar, PB.P. 248, CP. 2092, Tunis, Tunisia;

  International Finance Group-Tunisia, Faculty of Management and Economic Sciences of Tunis, El Manar University,El Manar, PB.P. 248, CP. 2092, Tunis, Tunisia;

  UEL University of East London, Centre of Islamic Finance & Banking, United Kingdom;

  Royal Docks Business School, University of East London, United Kingdom;

  展开▼
• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  markov regime switching; stock market volatility; exchange rate changes; time varying transition probabilities;

  机译：马尔可夫政权转换;股市波动;汇率变动;时变过渡概率;