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Stock returns and inflation in Greece: A Markov switching approach

  • Hondroyiannis, George
  • Papapetrou, Evangelia

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File URL: http://www.sciencedirect.com/science/article/B6W61-4GR3438-1/2/266db83050a6d7e1d03ecdf8a9c3b98b
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Article provided by Elsevier in its journal Review of Financial Economics.

Volume (Year): 15 (2006)
Issue (Month): 1 ()
Pages: 76-94

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Handle: RePEc:eee:revfin:v:15:y:2006:i:1:p:76-94
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620170

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  34. Bhar, Ramaprasad & Hamori, Shigeyuki, 2004. "Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework," Economics Letters, Elsevier, vol. 82(2), pages 157-165, February.
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