Dr Ekaterini Panopoulou’s (KBS) paper “Regime-switching models for exchange rates”, joint with Theologos Pantelidis (University of Macedonia, Greece) has been accepted for publication in the European Journal of Finance. This paper was previously circulated under the title of: “The Forecasting Performance of Regime-Switching Models of Speculative Behaviour for Exchange Rates”
For more details, see the working paper