Equity Risk and Return across Hidden Market Regimes
The key to understanding the dynamics of stock markets, particularly the mechanisms of their changes, is in the concept of the market regime. It is regarded as a regular transition from one state to another. Although the market agenda is never the same, its functioning regime allows us to reveal the...
| Published in: | Risks |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-10-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/9/11/188 |