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Financial Liberalization and the Changing Characteristics of Nordic Stock Returns

Publishing year

2002

Language

English

Publication/Series

Working Papers. Department of Economics, Lund University

Issue

4

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • stock market liberalization
  • excess volatility
  • portfolio diversification
  • multivariate regime-switching models
  • simulated annealing

Status

Published