Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods

✍ Scribed by Pål Boug; Ådne Cappelen; Anders Rygh Swensen

• Publisher: Springer-Verlag
• Year: 2006
• Tongue: English
• Weight: 300 KB
• Volume: 31
• Category: Article
• ISSN: 0377-7332
• DOI: 10.1007/s00181-006-0056-7