Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries
Year of publication: |
2013
|
---|---|
Authors: | BEC, Frédérique ; ZENG, Songlin |
Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
Subject: | Stock Market Returns | Markov Switching Models | Shape of Bounce- Back |
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