Regime shifts in the stock - Bond relation in Australia

Review of Pacific Basin Financial Markets and Policies

Volumn 10, Issue 1, 2007, Pages 81-99

  Hobbes, Garry ^a   Lam, Frewen ^b   Loudon, Geoffrey F ^a  

^a MACQUARIE UNIVERSITY   (Australia)

^b Macquarie Group Limited   (Australia)

Author keywords

Asset pricing; Regime switching; Volatility

Indexed keywords

DATA SET; MODELING; REGRESSION ANALYSIS; STOCK MARKET;

AUSTRALASIA; AUSTRALIA;

EID: 34147146528     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091507000969     Document Type: Article

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