Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach
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DOI: 10.1016/j.najef.2018.01.002
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More about this item
Keywords
Short-term international capital flows; Time-varying transition probability; Markov switching models;
All these keywords.JEL classification:
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F31 - International Economics - - International Finance - - - Foreign Exchange
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
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