A markov-switching model of foreign exchange rates

A markov-switching model of foreign exchange rates

Bibliographic Details
Main Author: Yu, Joel C.
Format: Book
Language:English
Published: Quezon City College of Business Administration, University of the Philippines c2009.
Series:UPCBA professorial chair lecture no. 09-17
Subjects:
Foreign exchange rates > Mathematical models.
Business cycles > Effect on monetary policy > Mathematical models.