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Applied Financial Economics Volume 19, 2009 - Issue 6
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Original Articles

What tames the Celtic Tiger? Portfolio implications from a Multivariate Markov Switching model

Massimo Guidolin Manchester Business School, MBS Crawford House, Booth Street East, Manchester, M13 9PL, United Kingdom
&
Stuart Hyde Manchester Business School, MBS Crawford House, Booth Street East, Manchester, M13 9PL, United KingdomCorrespondence[email protected]
Pages 463-488 | Published online: 09 Mar 2009

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Read on this site (2)

Gurudeo Anand Tularam & Rajibur Reza. (2016) Water exchange traded funds: A study on idiosyncratic risk using Markov switching analysis. Cogent Economics & Finance 4:1.
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Shunsuke Managi, Tatsuyoshi Okimoto & Akimi Matsuda. (2012) Do socially responsible investment indexes outperform conventional indexes?. Applied Financial Economics 22:18, pages 1511-1527.
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Articles from other publishers (3)

Deepmala Jasuja, Jaya Mamta Prosad & Neeraj Nautiyal. (2021) A Comparative Performance Analysis of Sustainability Themed Indices in India: Markov Regime Switching Approach. FIIB Business Review, pages 231971452110528.
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Huimin Li, Adrian (Wai-kong) Cheung & Eduardo Roca. (2010) Yes, Indeed, Idiosyncratic Risk Matters to Socially Responsible Investments!. SSRN Electronic Journal.
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Massimo Guidolin, Stuart Hyde, David G. McMillan & Sadayuki Ono. (2010) Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence. SSRN Electronic Journal.
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