Cite
HARVARD Citation
Casarin, R. et al. (2018). A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets. Journal of business & economic statistics. 36 (1), pp. 101-114. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Casarin, R. et al. (2018). A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets. Journal of business & economic statistics. 36 (1), pp. 101-114. [Online].