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Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach
Journal article
Zhuo Qiao, Yuming Li, Wing-Keung Wong. Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach[J]. Applied Financial Economics, 2011, 21(24), 1831-1841.
Authors:
Zhuo Qiao
;
Yuming Li
;
Wing-Keung Wong
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Submit date：2019/10/22
Markov Switching Var
Stock Markets
Dynamic Relationships
Regime-dependent Impulse Response
Hansen Test
