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The stock–bond comovements and cross-market trading Journal article
Journal of Economic Dynamics and Control, 2016,Volume: 73,Page: 417-438
Authors:  Li,Mengling;  Zheng,Huanhuan;  Tai Leung Chong,Terence;  Zhang,Yang
Favorite  |  View/Download:1/0  |  Submit date:2019/08/02
Heterogeneity  Markov switching VAR  Stock–bond comovement  Threshold VAR  
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach Journal article
Applied Financial Economics, 2011,Volume: 21,Issue: 24,Page: 1831-1841
Authors:  Zhuo Qiao;  Yuming Li;  Wing-Keung Wong
Favorite  |  View/Download:0/0  |  Submit date:2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test