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Results 1-4 of 4 (Search time: 0.005 seconds).
Markov regime-switching models for stock returns along with exchange rates and interest rates in Korea
최경미
;
김수이
; 김소연
Article
Issue Date
2017
Citation
Lecture Notes in Electrical Engineering, v.461, no./, pp.253 - 259
Publisher
Springer
Analyzing Oil Price Shocks and Exchange Rates Movements in Korea using Markov Regime-Switching Models
Kim, Suyi
; Kim, So-Yeun;
Choi, Kyungmee
Article
Issue Date
2019
Citation
ENERGIES, v.12, no.23
Publisher
MDPI
Modeling and analysis for stock return movements along with exchange rates and interest rates in Markov regime-switching models
Kim, Suyi
; Kim, So-Yeun;
Choi, Kyungmee
Article
Issue Date
2019
Citation
CLUSTER COMPUTING-THE JOURNAL OF NETWORKS SOFTWARE TOOLS AND APPLICATIONS, v.22, pp.2039 - 2048
Publisher
SPRINGER
Effect of Oil Prices on Exchange Rate Movements in Korea and Japan Using Markov Regime-Switching Models
Kim, Suyi
; Kim, So-Yeun;
Choi, Kyungmee
Article
Issue Date
2020
Citation
ENERGIES, v.13, no.17
Publisher
MDPI
1
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Author
Choi, Kyung mee
4
Kim, Su Yi
4
Subject
CRUDE-OIL
2
Markov regime switching model
2
MONETARY
2
oil prices
2
exchange rate
1
Exchange rates
1
exchange rates
1
industrial production index
1
Interest rates
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Markov regime-switching model
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