Regime switching in stock market returns

By Schaller Huntley   Norden Simon Van  

Applied Financial Economics, Vol. 7, Iss. 2, 1997-04 ,pp. : 177-191

Routledge Ltd

Access to resources Recommend Favorite

Estimates of the ICAPM with regime-switching betas: evidence from four pacific rim economies

By Chen Shyh-Wei   Huang Nai-Chuan  

Applied Financial Economics, Vol. 17, Iss. 4, 2007-02 ,pp. : 313-327

Routledge Ltd

Access to resources Recommend Favorite

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

By Qiao Zhuo   Li Yuming   Wong Wing-Keung  

Applied Financial Economics, Vol. 21, Iss. 24, 2011-12 ,pp. : 1831-1841

Routledge Ltd

Access to resources Recommend Favorite

A regime-switching model to evaluate bonds in a quadratic term structure of interest rates

By      

Applied Financial Economics, Vol. 24, Iss. 21, 2014-11 ,pp. : 1361-1366

Routledge Ltd

Access to resources Recommend Favorite

Testing for stock market bubbles using nonlinear models and fractional integration

By Cuñado J.   Gil-Alana L. A.   de Gracia F. Perez  

Applied Financial Economics, Vol. 17, Iss. 16, 2007-11 ,pp. : 1313-1321

Routledge Ltd

Access to resources Recommend Favorite