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Switching Regressions of Unexpected Macroeconomic Events Explaining the French Stock Index

Michael Rockinger 1
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
Keywords : Switching Regressions Unexpected Macroeconomic Events French Stock Index
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https://hal-hec.archives-ouvertes.fr/hal-00607662
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Sunday, July 10, 2011 - 4:15:57 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00607662, version 1

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HEC | PARISTECH | CNRS | LARA

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Michael Rockinger. Switching Regressions of Unexpected Macroeconomic Events Explaining the French Stock Index. 1994. ⟨hal-00607662⟩

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