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A
Markov
regime-switching
model with time-varying transition probabilities for identifying asset price bubbles
Higgins, Matthew Lawrence
;
Ofori-Acheampong, Frank
- In:
International journal of economics and finance
10
(
2018
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011859905
Saved in:
2
Asymmetric reactions of China's stock market to short-term interest rates
Fang, Fang
;
Dong, Weijia
;
Lv, Xin
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 260-270
Persistent link: https://www.econbiz.de/10011487610
Saved in:
3
Macroeconomic stress, equity market liquidity spirals and
Markov
regime
switching
Mishra, Ajay Kumar
;
Tripathy, Trilochan
- In:
International journal of economics and finance
7
(
2015
)
6
,
pp. 179-192
Persistent link: https://www.econbiz.de/10011292356
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