Non-linear dynamics of hot and cold cycles in Indian IPO markets : evidence from Markov regime-switching vector autoregressive model
Manika Jain and Kakali Kanjilal
| Year of publication: |
March-November 2017
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| Authors: | Jain, Manika ; Kanjilal, Kakali |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, ISSN 1752-0843, ZDB-ID 2425758-8. - Vol. 10.2017, 1/3, p. 172-190
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| Subject: | IPO cycles | hot or cold issue markets | India | states | non-linearity | regime-switching | Indien | Börsengang | Initial public offering | Markov-Kette | Markov chain | VAR-Modell | VAR model | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2016.1244093 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904816