Do macroeconomic variables have regime-dependent effects on stock return dynamics? evidence from the Markov regime switching model

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Bibliographische Detailangaben
Veröffentlicht in:	Economic modelling
1. Verfasser:	Chang, Kuang-Liang (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	1965-2007 > Wirkungsanalyse > Kapitaleinkommen > Markov-Kette > ARCH-Modell > USA > Aufsatz in Zeitschrift
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