Price discovery in equity markets: A state-dependent analysis of spot and futures markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference61 articles.
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4. On joint determination of the number of states and the number of variables in Markov-switching models: a monte carlo study;Awirothananon;Communications in Statistics - Simulation and Computation,2009
5. Measuring economic policy uncertainty;Baker;Q J Econ,2016
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