Idiosyncratic risk matters! A regime switching approach

International Review of Economics and Finance

Volumn 18, Issue 1, 2009, Pages 132-141

  Angelidis, Timotheos ^a   Tessaromatis, Nikolaos ^b  

^a UNIVERSITY OF PELOPONNESE   (Greece)

^b The American College of Greece   (Greece)

Author keywords

Idiosyncratic risk; Regime switching; Stock market volatility

Indexed keywords

EID: 57049186577     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2007.09.003     Document Type: Article

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