18 research outputs found
Inflationary effects of oil prices and domestic gasoline prices: Markov-switching-VAR analysis
Regime-dependent relationships among the stock markets of the US, Australia and New Zealand: a Markov-switching VAR approach
Exploring the finance-real economy link in U.S.: empirical evidence from panel unit root and cointegration analysis
PANIC analysis, Panel data, Common factors, Financial crises, U.S., C5, C23, D1, G1, N12,