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Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics

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Published in 2018 at "Asia-Pacific Financial Markets"

DOI: 10.1007/s10690-020-09324-2

Abstract: This paper tests for structural changes in the duration of bull regimes in 18 developed and emerging economies’ adjusted market capitalization stock indexes, by using the novel approach of Nicolau (Econ Lett 146:64–67, 2016) as… read more here.

Keywords: structural changes; bull; duration bull; changes duration ... See more keywords