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Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market
Authors
A Ang
A Ghosh
+61 more
A Sklar
AJ Patton
AM Masih
Anandadeep Mandal
B Pesaran
CA Ball
CM Chui
D Kenourgios
DB Nelson
DD Angelis
DR Smith
DW Andrews
E Fujii
E Jondeau
EF Fama
F Carrieri
F Jong De
F Longin
F Modigliani
FX Diebold
G Bekaert
G Bekaert
H Asgharian
H Cheng
H Cheng
H Li
J Campbell
J Hu
J Sharma
JC Rodriguez
JD Hamilton
K Bracker
KJ Forbes
L Baele
L Yang
LP Samarakoon
M Beine
M Şerban
MA King
MH Chiang
MH Pesaran
N Shephard
R Aloui
R Gupta
R Koenker
RA Connolly
RF Engle
S Zhang
SB Lee
SEBI
SEBI
SH Poon
SS Poshakwale
Sunil S. Poshakwale
T Bollerslev
TC Chiang
TC Chiang
U Cherubini
V Panchenko
Vaz Melo de
WK Wong
Publication date
Publisher
'Springer Science and Business Media LLC'
Doi
Abstract
Abstract is not available.
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info:doi/10.1007%2Fs11156-016-...
Last time updated on 01/04/2019