Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
| Year of publication: |
2011
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|---|---|
| Authors: | Gabriel, Vasco ; Martins, Luis |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 41.2011, 3, p. 639-662
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| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Present value model | Cointegration tests | Markov switching |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009400120