Chiara Scotti

University of Pennsylvania - Department of Economics

Ronald O. Perelman Center for Political Science

133 South 36th Street

Philadelphia, PA 19104-6297

United States

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Scholarly Papers (1)

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Markov Switching GARCH Models of Currency Crises in Southeast Asia

PIER Working Paper No. 03-008
Number of pages: 44 Posted: 04 Apr 2003
Board of Governors of the Federal Reserve System, Singapore Management University, University of Pennsylvania - Department of Economics and Singapore Management University - School of Social Sciences
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Abstract:

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Currency Crises, Markov Switching Models, Volatility