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Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models

Miguel Ataurima Arellano (), Erika Collantes () and Gabriel Rodríguez ()

No 2017-436, Documentos de Trabajo / Working Papers from Departamento de Economía - Pontificia Universidad Católica del Perú

Abstract: JEL Classification-JEL:

Date: 2017
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