We would like to thank Alessandro Flamini and Andy Dickerson.
EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH*
Article first published online: 9 JUL 2012
© 2012 The Authors. The Manchester School © 2012 Blackwell Publishing Ltd and The University of Manchester
The Manchester School
Volume 81, Issue 1, pages 33–57, January 2013
How to Cite
MOURATIDIS, K., KENOURGIOS, D., SAMITAS, A. and VOUGAS, D. (2013), EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH. The Manchester School, 81: 33–57. doi: 10.1111/j.1467-9957.2012.02259.x
Manuscript received 26.9.09; final version received 18.8.10.
- Issue published online: 10 DEC 2012
- Article first published online: 9 JUL 2012