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A threshold autoregressive analysis of stock returns and real economic activity

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  • Domian, Dale L.
  • Louton, David A.

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  • Domian, Dale L. & Louton, David A., 1997. "A threshold autoregressive analysis of stock returns and real economic activity," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 167-179.
    • Handle: RePEc:eee:reveco:v:6:y:1997:i:2:p:167-179
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