Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach
Zhuo Qiao, Yuming Li and Wing-Keung Wong
| Year of publication: |
2011
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|---|---|
| Authors: | Qiao, Zhuo ; Li, Yuming ; Wong, Wing Keung |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 22/24, p. 1831-1841
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| Subject: | Neuseeland | New Zealand | Australien | Australia | Aktienmarkt | Stock market | VAR-Modell | VAR model | USA | United States | Schätzung | Estimation | Markov-Kette | Markov chain |
| 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/10009384755