Work

Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship

Year: 2010

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-010-0401-8

Authors: Vasco J. Gabriel, Luis F. Martins

Institutions: University of Surrey, Iscte – Instituto Universitário de Lisboa, ISCTE Business School

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2161447718

FWCI: 7.168

Cites: 66

Cited by: 47

Related to: 10