Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: A Markov-switching VAR approach

Zhuo Qiao*, Yuming Li, Wing Keung Wong

*Corresponding author for this work

    Research output: Contribution to journal › Journal article › peer-review

    27 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: A Markov-switching VAR approach'. Together they form a unique fingerprint.

    Keyphrases

    Earth and Planetary Sciences