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Identifying Bull and Bear Markets in Stock Returns.. (2000). McCurdy, Tom ; Maheu, John.
In: Journal of Business & Economic Statistics.
RePEc:bes:jnlbes:v:18:y:2000:i:1:p:100-112.

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  6. Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix.
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  24. How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang.
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  26. Forecasting Stock Market Recessions in the US: Predictive Modeling using Different Identification Approaches. (2020). Neuenkirch, Matthias ; Haase, Felix.
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  27. Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2020). Neuenkirch, Matthias ; Haase, Felix.
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    In: Physica A: Statistical Mechanics and its Applications.
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  56. A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J.
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  60. Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models. (2017). Kasahara, Hiroyuki ; Shimotsu, Katsumi.
    In: CIRJE F-Series.
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  61. Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models. (2017). Shimotsu, Katsumi ; Kasahara, Hiroyuki.
    In: CIRJE F-Series.
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  63. Further evidence on bear market predictability: The role of the external finance premium. (2017). Chen, Shiu-Sheng ; Chou, Yu-Hsi.
    In: International Review of Economics & Finance.
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  69. Will the oil price change damage the stock market in a bull market? A re-examination of their conditional relationships. (2016). Chen, Sheng Tung ; Huang, Mao-Lung ; Liao, Shu-Yi.
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  75. Momentum profits, market cycles, and rebounds: Evidence from Germany. (2016). Kaufmann, Philipp ; Bohl, Martin T ; Czaja, Marc-Gregor .
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  76. Clustering stocks using partial correlation coefficients. (2016). Jung, Sean S ; Chang, Woojin.
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  77. A test of asymmetric comovement for state-dependent stock returns. (2016). Deng, Kaihua.
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  78. Revisiting the bull and bear markets notions in the Tunisian stock market: New evidence from multi-state duration-dependence Markov-switching models. (2016). Bejaoui, Azza ; Karaa, Adel .
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  79. International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri .
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  80. Responses of international stock markets to oil price surges: a regime-switching perspective. (2015). Nguyen, Duc Khuong ; Jammazi, Rania.
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  81. Improving Markov switching models using realized variance. (2015). Maheu, John ; Liu, Jia.
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  82. Asset prices regime-switching and the role of inflation targeting monetary policy. (2015). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis.
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  83. Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data.. (2015). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Alberiko, Luis ; Shittu, Olarenwaju I.
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  84. Regime dependent dynamics and European stock markets: Is asset allocation really possible?. (2015). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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  85. The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach. (2015). Zheng, Yao.
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  87. Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187.

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  88. Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period. (2015). Valadkhani, Abbas ; Smyth, Russell.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:281-290.

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  89. Bull, bear or any other states in US stock market?. (2015). Fang, Xianming ; Jiang, YU.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:54-58.

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  90. Losing track of the asset markets: the case of housing and stock. (2015). Leung, Charles ; Chen, Nan-Kuang ; Charles Ka Yui Leung, ; Chang, Kuang-Liang.
    In: ISER Discussion Paper.
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  91. Time Varying Transition Probabilities for Markov Regime Switching Models. (2014). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco .
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    RePEc:tin:wpaper:20140072.

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  92. An empirical analysis of the US stock market and output growth volatility spillover effects on three Anglo-Saxon countries. (2014). Valadkhani, Abbas ; Chen, George.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:28:y:2014:i:3:p:323-335.

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  93. Revisiting Herding Behavior in REITs: A Regime-Switching Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Philippas, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201448.

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  94. Forecasting market turbulence using regime-switching models. (2014). Hauptmann, Johannes ; Ramsauer, Franz ; Hoppenkamps, Anja ; Min, Aleksey ; Zagst, Rudi.
    In: Financial Markets and Portfolio Management.
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  95. The Influence of Japan’s Unsecured Overnight Call Rate on Bull and Bear Markets and Market Turns. (2014). Shibata, Mai .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:21:y:2014:i:4:p:331-349.

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  96. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). Nguyen, Duc Khuong ; Jammazi, Rania.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-80.

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  97. Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market. (2014). Moschetto, Bruno-Laurent ; Khalfallah, Moez .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-085.

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  98. Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). .
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    RePEc:ipg:wpaper:2014-080.

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  99. Revisiting Herding Behavior in REITs: A RegimeSwitching Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Philippas, Nikolaos.
    In: Working Papers.
    RePEc:emu:wpaper:15-15.pdf.

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  100. Switching impacts of the output gap on inflation: Evidence from Canada, the UK and the US. (2014). Valadkhani, Abbas.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:270-285.

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  101. On the persistence and volatility in European, American and Asian stocks bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Shittu, Olanrewaju I..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:149-162.

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  102. Time-varying expected momentum profits. (2014). Min, Byoung-Kyu ; Roh, Tai-Yong ; Byun, Suk-Joon ; Kim, Dongcheol .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:191-215.

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  103. A Study on the Differences in Adopting Cash Refund Capital Reduction and Stock Repurchase By Companies in Bull and Bear Stock Markets. (2014). Wang, Ma-Ju .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:1237-1253.

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  104. EVIDÊNCIAS DE BULL E BEAR MARKET NO ÍNDICE BOVESPA: UMA APLICAÇÃO DE MODELOS DE REGIME MARKOVIANO E DURATION DEPENDENCE.. (2014). FERNANDO HENRIQUE DE PAULA E SILVA MENDES, ; MOUR, GUILHERME VALLE .
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  105. Markov Switching with Endogenous Number of Regimes and Leading Indicators in a Real-Time Business Cycle Forecast. (2013). Theobald, Thomas.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79911.

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  106. A dynamic analysis of stock markets using a hidden Markov model. (2013). De Angelis, Luca ; Paas, Leonard J..
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:40:y:2013:i:8:p:1682-1700.

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  107. What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals. (2013). Julian, Inchauspe ; Helen, Cabalu.
    In: MPRA Paper.
    RePEc:pra:mprapa:93049.

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  108. Amplitude-Duration-Persistence Trade-off Relationship for Long Term Bear Stock Markets. (2013). Sun, Jiajing ; Li, Ziran ; Wang, Shouyang.
    In: MPRA Paper.
    RePEc:pra:mprapa:54177.

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  109. A Principal Component Approach to Measuring Investor Sentiment in China. (2013). CHONG, Terence Tai Leung ; Chen, Haiqiang ; Chong, Terence Tai Leung, ; She, Yingni .
    In: MPRA Paper.
    RePEc:pra:mprapa:54150.

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  110. Further evidence on bear market predictability: The role of the external finance premium. (2013). Chen, Shiu-Sheng ; Chou, Yu-Hsi.
    In: MPRA Paper.
    RePEc:pra:mprapa:49093.

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  111. Does the price of oil interact with clean energy prices in the stock market?. (2013). Okimoto, Tatsuyoshi ; Managi, Shunsuke.
    In: MPRA Paper.
    RePEc:pra:mprapa:46067.

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  112. Sudden Changes in Volatility in European Stock Markets. (2013). Teulon, Frdric ; Ftiti, Zied ; Guesmi, Khaled.
    In: Working Papers.
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  113. Sudden Changes in Volatility in European Stock Markets. (2013). Teulon, Frédéric ; Guesmi, Khaled ; Ftiti, Zied.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-32.

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  114. Sudden Changes in Volatility in European Stock Markets. (2013). GUESMI, Khaled.
    In: Working Papers.
    RePEc:ipg:wpaper:2013-032.

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  115. Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?. (2013). Khalifa, Ahmed ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
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  116. How to Identify and Forecast Bull and Bear Markets?. (2013). van Dijk, Dick ; Kole, Erik ; Kole, H. J. W. G., ; van Dijk, D. J. C., .
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:41558.

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  117. Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries. (2013). ZENG, SONGLIN ; Bec, Frédérique.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2013-21.

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  118. Markov switching models in asset pricing research. (2013). Guidolin, Massimo.
    In: Chapters.
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  119. Predicting bear and bull stock markets with dynamic binary time series models. (2013). Nyberg, Henri.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3351-3363.

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  120. Does the price of oil interact with clean energy prices in the stock market?. (2013). Okimoto, Tatsuyoshi ; Managi, Shunsuke.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:27:y:2013:i:c:p:1-9.

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  121. Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321.

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  122. An information diffusion-based model of oil futures price. (2013). Sun, Jiajing ; Li, Ziran ; Wang, Shouyang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:36:y:2013:i:c:p:518-525.

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  123. Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Lee, Hsiu-Chuan ; Chang, Shu-Lien .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216.

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  124. Understanding momentum in commodity markets. (2013). Ielpo, Florian ; Gatumel, Mathieu ; Chevallier, Julien.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11711.

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  125. With whom and in what is it better to save? Personal pensions in the UK. (2013). Petraki, Anastasia ; Zalewska, Anna.
    In: The Centre for Market and Public Organisation.
    RePEc:bri:cmpowp:13/304.

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  126. Securitised Real Estate Regime-Switching Behaviour and the Relationship with Market Interest Rates. (2013). Akimov, Alexey ; Stevenson, Simon.
    In: ERES.
    RePEc:arz:wpaper:eres2013_346.

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  127. Business confidence and stock returns in the USA: a time-varying Markov regime-switching model. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:4:p:299-312.

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  128. Theory and Applications of TAR Model with Two Threshold Variables. (2012). CHONG, Terence Tai Leung ; Chen, Haiqiang ; Bai, Jushan ; Chong, Terence Tai Leung, .
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  129. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
    In: MPRA Paper.
    RePEc:pra:mprapa:36897.

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  130. Do Socially Responsible Investment Indexes Outperform Conventional Indexes?. (2012). Okimoto, Tatsuyoshi ; Matsuda, Akimi ; Managi, Shunsuke.
    In: MPRA Paper.
    RePEc:pra:mprapa:36662.

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  131. Identifying Bull and Bear Markets in Japan. (2012). Shibata, Mai .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:19:y:2012:i:2:p:99-117.

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  132. What does financial volatility tell us about macroeconomic fluctuations?. (2012). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-09.

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  133. In the shadow of the United States: the international transmission effect of asset returns. (2012). Leung, Charles ; Chen, Nan-Kuang ; Charles Ka Yui Leung, ; Chang, Kuang-Liang.
    In: Globalization Institute Working Papers.
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  134. The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?. (2012). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang-Liang ; Leung, Charles Ka Yui, .
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:42:y:2012:i:3:p:516-530.

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  135. Revisiting the empirical linkages between stock returns and trading volume. (2012). Chen, Shiu-Sheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1781-1788.

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  136. Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors. (2012). Margaritis, Dimitris ; Liu, Xinyi ; Wang, Peiming.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:4:p:483-496.

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  137. Moments of multivariate regime switching with application to risk-return trade-off. (2012). Taamouti, Abderrahim.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:292-308.

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  138. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

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  139. Predicting the U.S. bear stock market using the consumption-wealth ratio. (2012). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00785.

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  140. Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications. (2012). Yoldas, Emre ; Emre, Yoldas .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:16:y:2012:i:5:p:1-37:n:2.

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  141. Modeling and Estimation of Synchronization in Multistate Markov-Switching Models. (2011). van Dijk, Dick ; Paap, Richard ; Çakmaklı, Cem ; Cakmakli, Cem ; Dick J. C. van Dijk, .
    In: Tinbergen Institute Discussion Papers.
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  142. The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework. (2011). Chang, Kuang-Liang.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:21:p:2627-2640.

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  143. What does financial volatility tell us about macroeconomic fluctuations?. (2011). Yoldas, Emre ; Senyuz, Zeynep ; Chauvet, Marcelle.
    In: MPRA Paper.
    RePEc:pra:mprapa:34104.

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  144. In the Shadow of the United States: The International Transmission Effect of Asset Returns. (2011). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang Liang ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32776.

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  145. The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?. (2011). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang Liang ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32255.

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  146. The Regime Switching Portfolios. (2011). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:18:y:2011:i:2:p:167-189.

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  147. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
    In: Working Papers.
    RePEc:igi:igierp:415.

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  148. The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu .
    In: Post-Print.
    RePEc:hal:journl:halshs-00658540.

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  149. The Number of Regimes Across Asset Returns: Identification and Economic Value. (2011). Ielpo, Florian ; Gatumel, Mathieu .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00658540.

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  150. The Portuguese Stock Market Cycle: Chronology and Duration Dependence. (2011). Castro, Vitor.
    In: GEMF Working Papers.
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  151. Asset market linkages: Evidence from financial, commodity and real estate assets. (2011). Brooks, Robert ; Chan, Kam Fong ; Gray, Stephen ; Treepongkaruna, Sirimon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1415-1426.

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  152. A model of carbon price interactions with macroeconomic and energy dynamics. (2011). Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:6:p:1295-1312.

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  153. Lack of consumer confidence and stock returns. (2011). Chen, Shiu-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:225-236.

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  154. Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. (2011). Fry, John ; Chkili, Walid ; Aloui, Chaker ; Chaker, Aloui ; Masood, Omar ; Walid, Chkili .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292.

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  155. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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  156. Components of bull and bear markets: bull corrections and bear rallies. (2010). Song, Yong ; McCurdy, Tom ; Maheu, John.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-402.

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  157. Nonlinear effects of oil shocks on stock returns: a Markov-switching approach. (2010). Reboredo, Juan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:29:p:3735-3744.

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  158. An investigation of the weekend effect during different market orientations. (2010). S P Uma Rao, ; Fuller, Phillip ; Boudreaux, Denis.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:3:p:257-268.

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  159. Mean reversion in stock market prices: New evidence based on bull and bear markets. (2010). Gil-Alana, Luis ; Cuñado, Juncal ; de Gracia, Fernando Perez ; CUNADO, J..
    In: Research in International Business and Finance.
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  160. Do higher oil prices push the stock market into bear territory?. (2010). Chen, Shiu-Sheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:490-495.

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  161. On the look-out for the bear: Predicting stock market downturns in G7 countries. (2009). Friedrich, Christian ; Klein, Melanie .
    In: Kiel Advanced Studies Working Papers.
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  162. Extracting bull and bear markets from stock returns. (2009). Song, Yong ; McCurdy, Tom ; Maheu, John.
    In: Working Papers.
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  163. Identifying turbulent and calm regimes in stock prices: evidence from the Taiwan stock market. (2009). Huang, Yu-Lieh ; Hunag, Yu-Lieh .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:16:y:2009:i:14:p:1477-1481.

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  164. A New Look at Copper Markets: A Regime-Switching Jump Model. (2009). Young, Denise ; Chan, Wing.
    In: Working Papers.
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  165. An Econometric Analysis of Some Models for Constructed Binary Time Series. (2009). pagan, adrian ; Harding, Don.
    In: NCER Working Paper Series.
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  166. Hidden Markov models with t components. Increased persistence and other aspects. (2009). Bulla, Jan.
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  167. US stock market volatility persistence: evidence before and after the burst of the IT bubble. (2009). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuado, J..
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:33:y:2009:i:3:p:233-252.

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  168. Regime switching in volatilities and correlation between stock and bond markets. (2009). Chen, Runquan .
    In: LSE Research Online Documents on Economics.
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  169. AN ECONOMETRIC ANALYSIS OF SOME MODELS FOR CONSTRUCTED BINARY TIME SERIES. (2009). pagan, adrian ; Harding, Don.
    In: CAMA Working Papers.
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  170. Predicting the bear stock market: Macroeconomic variables as leading indicators. (2009). Chen, Shiu-Sheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:2:p:211-223.

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  171. The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach. (2009). JAMMAZI, RANIA ; Aloui, Chaker.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:5:p:789-799.

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  172. FURTHER EVIDENCE OF LONG MEMORY IN THE SOUTH AFRICAN STOCK MARKET. (2009). van Vuuren, Gary ; Morris, Quinton ; Styger, Paul .
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:77:y:2009:i:1:p:81-101.

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  173. Nonlinear Time Series in Financial Forecasting. (2008). Lee, Tae Hwy ; Gonzalez-Rivera, Gloria ; Gonzlez-Rivera, Gloria .
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  174. Empirical essays on the information transfer between and the informational efficiency of stock markets. (2008). Zolotoy, L..
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  175. On measuring synchronization of bulls and bears: The case of East Asia. (2008). Straetmans, Stefan ; Candelon, Bertrand ; Piplack, Jan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:1022-1035.

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  176. Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets. (2008). Lim, Kian-Ping ; Hinich, Melvin ; Brooks, Robert.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:5:p:527-544.

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  177. Stock market bubbles, inflation and investment risk. (2008). Kaliva, Kasimir ; Koskinen, Lasse .
    In: International Review of Financial Analysis.
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  178. Demarcating stable and turbulent regimes in Taiwans stock market. (2008). Huang, Yu-Lieh ; Ho, Chia-Wen .
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  179. Does Monetary Policy Have Asymmetric Effects on Stock Returns?. (2007). Chen, Shiusheng.
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