Regime changes and financial markets

Annual Review of Financial Economics

Volumn 4, Issue , 2012, Pages 313-337

  Ang, Andrew ^a,b   Timmermann, Allan ^c  

^a Columbia University ^*  (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

jumps; mixture distributions; nonlinear equilibrium asset pricing models; rare events; regime switching

Indexed keywords

EID: 84881583037     PISSN: 19411367     EISSN: 19411375     Source Type: Journal    
DOI: 10.1146/annurev-financial-110311-101808     Document Type: Article

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