A multivariate regime switching approach to the relation between the stock market, the interest rate and output
Year of publication: |
2008
|
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Authors: | Kanas, Angelos |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 7, p. 657-671
|
Subject: | USA | United States | Aktienmarkt | Stock market | Wechselkurssystem | Exchange rate regime | Zinspolitik | Interest rate policy | Volatilität | Volatility | 1962-2002 |
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