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The European Journal of Finance Volume 21, 2015 - Issue 12
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Original Articles

Regime-switching models for exchange rates

Ekaterini PanopoulouDepartment of Statistics and Insurance Science, University of Piraeus, 80 Karaoli & Dimitriou Str., 18534Piraeus, Greece;Kent Business School, University of Kent, CanterburyCT2 7PE, UK
&
Theologos PantelidisDepartment of Economics, University of Macedonia, 156 Egnatia Str., GR-54006Thessaloniki, GreeceCorrespondence[email protected]
Pages 1023-1069 | Received 23 May 2013, Accepted 04 Mar 2014, Published online: 09 Apr 2014

Citations (8)

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Read on this site (2)

Clemence Gomwe & Ying Li. (2020) Iron ore price and the AUD exchange rate: A Markov approach. The Journal of International Trade & Economic Development 29:2, pages 147-162.
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Dieter Gramlich, Mikhail V. Oet & Stephen J. Ong. (2017) The contributions to systemic stress of financial interactions between the US and Europe. The European Journal of Finance 23:12, pages 1176-1196.
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Articles from other publishers (6)

Constandina Koki, Stefanos Leonardos & Georgios Piliouras. (2022) Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models. Research in International Business and Finance 59, pages 101554.
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Nikolaos Stoupos & Apostolos Kiohos. (2020) BREXIT referendum’s impact on the financial markets in the UK. Review of World Economics 157:1, pages 1-19.
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Ekaterini Panopoulou & Ioannis Souropanis. (2019) The role of technical indicators in exchange rate forecasting. Journal of Empirical Finance 53, pages 197-221.
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Ki Young Park & Soohyon Kim. (2019) Detecting currency manipulation: An application of a state-space model with Markov switching. Japan and the World Economy 49, pages 50-60.
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. (2015) B: Financial Instruments and Markets. World Banking Abstracts 32:5, pages 335-343.
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Ekaterini Panopoulou & Ioannis Souropanis. (2017) The Role of Technical Indicators in Exchange Rate Forecasting. SSRN Electronic Journal.
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