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

Author： Qiao Zhuo Li Yuming Wong Wing-Keung

Publisher： Routledge Ltd

ISSN： 1466-4305

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

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