The impact of political events on financial market volatility: Evidence using a Markov Switching process
Year of publication: |
2010-11-01
|
---|---|
Authors: | Khalid, Ahmed M. ; Rajaguru, Gulasekaran |
Publisher: |
ePublications@bond |
Subject: | political events | market volatility | Markov Switching process | Granger causality | financial market linkages | Business Administration, Management, and Operations | Finance and Financial Management | International Business |
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