Predicting regime switches in the VIX index with macroeconomic variables

Applied Economics Letters

Volumn 18, Issue 15, 2011, Pages 1415-1419

  Baba, N ^a   Sakurai, Y ^a  

^a BANK OF JAPAN   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

MACROECONOMICS; PREDICTION; STOCK MARKET;

UNITED STATES;

EID: 79961052301     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2010.539532     Document Type: Article

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