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The Markov-switching vector error correction model : dynamics, Bayesian inference, and application to the spot and forward Swiss franc/US dollar exchange rates

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  • "The Markov-switching vector error correction model : dynamics, Bayesian inference, and application to the spot and forward Swiss franc/US dollar exchange rates"
  • "The Markov-switching vector error correction model: dynamics, bayesian inference, and application to the spot and forward Swiss Franc, US Dollar exchange rates"