Regime switching models for the Mexican peso

Keyphrases

• Regime-switching Model 100%
• Mexican Peso 100%
• Exchange Rate 50%
• Low Volatility 50%
• Process Rate 50%
• Estimation Model 50%
• Transition Probability 50%
• Forecasting Power 50%
• Regime Switching 50%
• Peso 50%
• Switching Regression 50%
• Tranquillity 50%
• Rogoff 50%
• Forward Market 50%
• Depreciation 50%
• Duration Dependence 50%
• Model Forecast 50%
• High Volatility 50%

Economics, Econometrics and Finance

• Volatility 100%
• Regime Switching 100%
• Derivatives Market 50%
• Exchange Rate 50%