Augustine H.H. Tan - Central Bank Research Hub

Papers by year: All | 2007

Title Other author(s)

Markov Switching GARCH Models of Currency Turmoil in Southeast Asia

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0889, 01.02.2007)

JEL: C13, C22, C52, F31, F34

Papers by year: All | 2007