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EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*

KOSTAS MOURATIDIS, DIMITRIS KENOURGIOS, ARIS SAMITAS, DIMITRIS VOUGAS, Dimitrios Vougas

The Manchester School, Volume: 81, Issue: 1, Pages: 33 - 57

Swansea University Author: Dimitrios Vougas

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DOI (Published version): 10.1111/j.1467-9957.2012.02259.x

Published in: The Manchester School
ISSN: 1463-6786
Published: Wiley 2013
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URI: https://cronfa.swan.ac.uk/Record/cronfa5190
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first_indexed 2013-07-23T11:51:55Z
last_indexed 2018-02-09T04:31:16Z
id cronfa5190
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spelling 2011-10-01T00:00:00.0000000 v2 5190 2011-10-01 EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH* d057ef5cd8db135ddadde1d21f4ae484 Dimitrios Vougas Dimitrios Vougas true false 2011-10-01 Journal Article The Manchester School 81 1 33 57 Wiley 1463-6786 31 12 2013 2013-12-31 10.1111/j.1467-9957.2012.02259.x COLLEGE NANME COLLEGE CODE Swansea University 2011-10-01T00:00:00.0000000 2011-10-01T00:00:00.0000000 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance KOSTAS MOURATIDIS 1 DIMITRIS KENOURGIOS 2 ARIS SAMITAS 3 DIMITRIS VOUGAS 4 Dimitrios Vougas 5
title EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
spellingShingle EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
Dimitrios Vougas
title_short EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
title_full EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
title_fullStr EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
title_full_unstemmed EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
title_sort EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
author_id_str_mv d057ef5cd8db135ddadde1d21f4ae484
author_id_fullname_str_mv d057ef5cd8db135ddadde1d21f4ae484_***_Dimitrios Vougas
author Dimitrios Vougas
author2 KOSTAS MOURATIDIS
DIMITRIS KENOURGIOS
ARIS SAMITAS
DIMITRIS VOUGAS
Dimitrios Vougas
format Journal article
container_title The Manchester School
container_volume 81
container_issue 1
container_start_page 33
publishDate 2013
institution Swansea University
issn 1463-6786
doi_str_mv 10.1111/j.1467-9957.2012.02259.x
publisher Wiley
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
published_date 2013-12-31T03:06:10Z
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score 11.012678

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