The cyclical nature of Consumer Sentiments Indices in the US and UK
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- Hela Namouri & Fredj Jawadi & Zied Ftiti & Néjib Hachicha, 2018. "Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 559-573, January.
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Keywords
Asymmetric behavior Consumer Sentiments Indices TAR models;Statistics
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