Modelling Cambodia’s Foreign Exchange Rate Dynamics: A Markov-Switching Autoregressive Model
The analysis of the daily fluctuations in the foreign exchange rate between the Khmer Riel and the US dollar was performed utilizing a Markov- switching autoregressive model. This study covered a time frame from January 04, 2005, to August 22, 2024, encompassing a total of 4989 days of data. The...
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| Format: | Article |
| Language: | English |
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EconJournals
2024-12-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/17618 |
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