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The stock–bond comovements and cross-market trading Journal article
Mengling Li, Huanhuan Zheng, Terence Tai Leung Chong, Yang Zhang. The stock–bond comovements and cross-market trading[J]. Journal of Economic Dynamics & Control, 2016, 73, 417-438.
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite | TC[WOS]:16 TC[Scopus]:16  IF:1.9/1.9 | Submit date：2019/08/02
Heterogeneity  Stock–bond Comovement  Markov Switching Var  Threshold Var  
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
Favorite | TC[Scopus]:24 | Submit date：2019/10/22
Markov Switching Var  Stock Markets  Dynamic Relationships  Regime-dependent Impulse Response  Hansen Test