Time‐varying responses of stock returns to market illiquidity : Stress scenario with regime‐switching framework
| Year of publication: |
2020
|
|---|---|
| Authors: | Ben Soltane, Héla ; Naoui, Kamel |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 1 (02.11.), p. 1611-1622
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1866 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406926