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Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors
Liu, Xinyi
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
Saved in:
2
Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors
Liu, Xinyi
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-497
Persistent link: https://www.econbiz.de/10009996251
Saved in:
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