Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model

Economic Modelling

Volumn 26, Issue 6, 2009, Pages 1283-1299

  Chang, Kuang Liang ^a  

^a Department of Applied Economics ^*  (Taiwan)

Author keywords

Macroeconomic variables; Regime switching model; Stock market dynamics

Indexed keywords

EID: 69949176412     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2009.06.003     Document Type: Article

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