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

Posted: Thu Apr 23, 2015 9:41 am
by TomDoan
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 984 times
bankloan_lr_dlfx.txt
Data file
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