Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies
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DOI: 10.1111/j.1468-036X.2007.00361.x
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"What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model,"
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- Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1211-1227.
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