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Regime-dependent relationships among the stock markets of the US, Australia and New Zealand : a Markov-switching VAR approach

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Linear and nonlinear causality between changes in consumption and consumer attitudes

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Volatility switching and regime interdependence between information technology stocks : 1995 - 2005

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Regime-Dependent Relationships Among the Stock Markets of the US, Australia, and New Zealand : A Markov Switching VAR Approach

Qiao, Zhuo - 2011

Adopting a MS-VAR model (Krolzig, 1997) and a recently developed regime-dependent impulse response analysis technique (Ehrmann, et al., 2003), this paper investigates the dynamic relationships among the stock markets of the US, Australia and New Zealand. Our results reveal the existence of two...

Persistent link: https://www.econbiz.de/10013124196

Valuing political risk

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Market valuation of technology stocks before and after the crash

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The different dimensions of sustainability and bank performance : evidence from the EU and the USA

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Symposium on Developments in State and Local Finance : controls on the public purse

Clark, Ephraim (contributor) - Symposium on Developments in State and Local Finance - In: International journal of public administration : IJPA 26,4 (2003)

Persistent link: https://www.econbiz.de/10008686161