A Model Forecasting Risk for Emerging Market Currencies

Fukuhara, Masahiro; Saruwatari, Yasufumi

doi:10.1007/s10690-008-9065-1

Asia-Pac Finan Markets

2007

DOI: 10.1007/s10690-008-9065-1

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A Model Forecasting Risk for Emerging Market Currencies

Masahiro Fukuhara

Yasufumi Saruwatari

Abstract: Risk forecast model, Markov regime switch, Emerging market currency, Equity market information,

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A Model Forecasting Risk for Emerging Market Currencies

Abstract: Risk forecast model, Markov regime switch, Emerging market currency, Equity market information,

Cited by 0 publications

References 11 publications

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