Browsing College of Business and Law by Subject "Smooth transition"

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International influences on Irish stock returns

Bredin, Donal ; Hyde, Stuart (University College Dublin. School of Business. Centre for Financial Markets, 2004-03)

We examine the influence of US and UK macroeconomic and financial variables on Irish stock returns in a nonlinear framework. We allow for time variation via regime switching using a smooth transition regression (STR) ...