International Asset Allocation With Regime Shifts
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/15/4/1137/5332078/151137.pdf
Reference47 articles.
1. Ang A. Bekaert G. , 2001, “Stock Return Predictability—Is it There?,” working paper, Columbia University.
2. Regime Switches in Interest Rates
3. Ang A. Bekaert G. Liu J. , 2001, “Why Stocks May Disappoint,” working paper, Columbia University.
4. Ang A. Chen J. , 2001, “Asymmetric Correlations in Equity Portfolios,” forthcoming in Journal of Financial Economics.
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