Regime-switching in stock index and treasury futures returns and measures of stock market stress

Journal of Futures Markets

Volumn 30, Issue 8, 2010, Pages 753-779

  Bansal, Naresh ^a   Connolly, Robert A ^b   Stivers, Chris ^c  

^a SAINT LOUIS UNIVERSITY   (United States)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

^c UNIVERSITY OF GEORGIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956104400     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20439     Document Type: Article

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