Macroeconomic stress, equity market liquidity spirals and Markov regime switching
Ajay Kumar Mishra & Trilochan Tripathy
| Year of publication: |
2015
|
|---|---|
| Authors: | Mishra, Ajay Kumar ; Tripathy, Trilochan |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 6, p. 179-192
|
| Subject: | Markov regime switching model | constant transition probability | time-varying transition probabilities | liquidity spiral | Markov-Kette | Markov chain | Liquidität | Liquidity | Schätzung | Estimation | Theorie | Theory | Aktienmarkt | Stock market | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011292356