Time-variations in herding behavior : evidence from a Markov switching SUR model
Year of publication: |
2013
|
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Authors: | Klein, Arne C. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 26.2013, p. 291-304
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Subject: | Herding | Asset pricing | Financial crisis | Markov switching seemingly unrelated regressions | Theorie | Theory | Herdenverhalten | Markov-Kette | Markov chain | Finanzkrise | Börsenkurs | Share price | Finanzmarkt | Financial market | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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