Identifying bull and bear market regimes with a robust rule-based method

Author:

Zegadło Piotr

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference29 articles.

1. Do central banks react to the stock market? The case of the Bundesbank;Bohl;J. Bank. Finance,2007

2. Cyclical Analysis of Time Series: Selected Procedures and Computer Programs;Bry,1971

3. Booms and slumps in world commodity prices;Cashin;J. Dev. Econ.,2002

4. Mean reversion in stock market prices: new evidence based on bull and bear markets;Cunado;Res. Int. Bus. Finance,2010

5. Long memory and regime switching;Diebold;J. Econom.,2001

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