Markov Regime-Switching Models for Stock Returns Along with Exchange Rates and Interest Rates in Korea

Suyi Kim, So Yeun Kim, Kyungmee Choi

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Scopus citations

Abstract

We apply the Hamilton 2-regime Markov Switching model to the stock returns along with exchange rates and interest rates from January 1993 to December 2016 in Korea. Two regimes are distinct in the Korean stock market. In regime 1 with low-volatility, the stock returns of Korea are significantly affected first by their exchange rates and secondly by their interest rates. More precisely, both exchange rates and interest rates negatively influence the stock returns during relatively stable periods in Korea. In regime 2 with high-volatility, the Korean stock market is explained by none of the two explanatory variables.

Original languageEnglish
Title of host publicationProceedings of the 7th International Conference on Emerging Databases - Technologies, Applications, and Theory
EditorsWonik Choi, Wookey Lee, Min Song, Sungwon Jung
PublisherSpringer Verlag
Pages253-259
Number of pages7
ISBN (Print)9789811065194
DOIs
StatePublished - 2018
Event7th International Conference on Emerging Databases: Technologies, Applications, and Theory, EDB 2017 - Busan, Korea, Republic of
Duration: 7 Aug 20179 Aug 2017

Publication series

NameLecture Notes in Electrical Engineering
Volume461
ISSN (Print)1876-1100
ISSN (Electronic)1876-1119

Conference

Conference7th International Conference on Emerging Databases: Technologies, Applications, and Theory, EDB 2017
Country/TerritoryKorea, Republic of
CityBusan
Period7/08/179/08/17

Keywords

  • Exchange rates
  • Interest rates
  • Markov regime switching model
  • Stock returns

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