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accessRights:"restricted"
~accessRights:"free"
~person:"Amanjot Singh"
~person:"Chevallier, Julien"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Cross-country"
~subject:"Gold standard"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Amanjot Singh
Chevallier, Julien
Lee, Hsiang-Tai
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1
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
2
Does US financial stress explain risk-return dynamics in Indian equity market? : a logistic regression approach
Amanjot Singh
;
Kaur, Parneet
- In:
Vision : the journal of business perspective
21
(
2017
)
1
,
pp. 13-22
Persistent link: https://www.econbiz.de/10011707929
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3
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
4
Risk-return relationship in BRIC equity markets : evidence from Markov regime switching model with time-varying transition probabilities
Amanjot Singh
;
Singh, Manjit
- In:
Metamorphosis : a journal of management research
15
(
2016
)
2
,
pp. 69-78
Persistent link: https://www.econbiz.de/10011667399
Saved in:
5
The place of gold in the cross-market dependencies
Aboura, Sofiane
;
Chevallier, Julien
;
Jammazi, Rania
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 567-586
Persistent link: https://www.econbiz.de/10011649166
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