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Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics letters 82 (2004) 2, pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Global stock exchanges : stability, interrelationships, …, (pp. 189-198). 2009
Persistent link: https://www.econbiz.de/10008840544