Payton LIu

Dalhousie University - Faculty of Management

Canada

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Market Regimes, Sectorial Investments, and Time-Varying Risk Premiums

Number of pages: 39 Posted: 18 Mar 2010
Kuan Xu, Payton LIu and Yonggan Zhao
Dalhousie University - Department of Economics, Dalhousie University - Faculty of Management and Dalhousie University - School of Business Administration
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Citation 1

Abstract:

Style Factors, Macro Economic Factors, Sector Exchange Traded Funds, State Dependance, Regime Switching, Time-Varying Risk Premiums