Financial Liberalization and the Changing Characteristics of Nordic Stock Returns
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More about this item
Keywordsstock market liberalization; excess volatility; portfolio diversification; multivariate regime-switching models; simulated annealing;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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