Modelling long run comovements in equity markets: A flexible approach
Year of publication: |
2014
|
---|---|
Authors: | Martins, Luis F. ; Gabriel, Vasco J. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 47.2014, C, p. 288-295
|
Publisher: |
Elsevier |
Subject: | Financial markets | Financial integration | Long run analysis | Local nonstationarity | Markov switching |
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Modelling long run comovements in equity markets : a flexible approach
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