Regime-switching in stock index and Treasury futures returns and measures of stock market stress
| Year of publication: |
2010
|
|---|---|
| Authors: | Bansal, Naresh ; Connolly, Robert A. ; Stivers, Chris |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 30.2010, 8, p. 753-780
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