Choi, Chung, Kim, Capital Inflows and Exchange Rate Vol...

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

Choi, Chung, Kim, Capital Inflows and Exchange Rate Vol...

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These are programs for replicating part of the analysis from Kyongwook Choi, Kyuil Chung, Seungwon Kim, "Capital Inflows and Exchange Rate Volatility in Korea", working paper.
bankloan_ms.rpf
Markov switching model
(2.22 KiB) Downloaded 1015 times
bankloan_lr_dlfx.txt
Data file
(7.07 KiB) Downloaded 928 times
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