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Exchange rate changes and stock returns in China : a Markov switching SVAR approach [Online resource] (title)
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Exchange rate changes and stock returns in China : a Markov switching SVAR approach [Online resource]
Cuestas, Juan Carlos
;
Tang, Bo
2015
https://www.sheffield.ac.uk/economics/research/serps/articles/2015_024
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Markov switching SVAR
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exchange rate changes
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stock returns
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Markov switching
5.
Markov-Switching heteroscedasticity
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Markov-switching model
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