Markov-Switching Garch Models of Currency Crises in Southeast Asia

Author

Roberto S. Mariano, Singapore Management UniversityFollow
Celso Brunetti
Chiara Scotti
Augustine H. H. TAN, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

9-2002

Discipline

Asian Studies | Econometrics | Finance

Research Areas

Econometrics

Publication

Presented at the European Community Economic / Econometric (EC2) Conference, Bologna, Italy, ( 09/2002: 09/2002)

Citation

Mariano, Roberto S.; Brunetti, Celso; Scotti, Chiara; and TAN, Augustine H. H.. Markov-Switching Garch Models of Currency Crises in Southeast Asia. (2002). Presented at the European Community Economic / Econometric (EC2) Conference, Bologna, Italy, ( 09/2002: 09/2002).
Available at: https://ink.library.smu.edu.sg/soe_research/987