A Model Forecasting Risk for Emerging Market Currencies

Masahiro Fukuhara () and Yasufumi Saruwatari ()

Asia-Pacific Financial Markets, 2007, vol. 14, issue 4, 325-340

Keywords: Risk forecast model; Markov regime switch; Emerging market currency; Equity market information (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10690-008-9065-1

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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