An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Fredj Jawadi, Hela Namouri, Zied Ftiti
| Year of publication: |
June 2018
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|---|---|
| Authors: | Jawadi, Fredj ; Namouri, Hela ; Ftiti, Zied |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 91.2018, p. 469-484
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| Subject: | Stock return dynamics | Investor sentiment, Nonlinearity | Smooth Transition Regression, Forecasting | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2017.10.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011974225