A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns
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DOI: 10.1007/s40953-020-00227-7
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- Samargandi, Nahla & Kutan, Ali M., 2016. "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 56-84.
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Keywords
BRICS; Bayesian change-point model; Return; Volatility; Regimes;All these keywords.
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