Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach
| 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 10779735. - Vol. 21.2011, 24 (1.12.), p. 1831-1842
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