Otto F. Reich

Massey University

Auckland

New Zealand

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Scholarly Papers (1)

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Politics, Stock Markets, and Model Uncertainty

Number of pages: 25 Posted: 05 Sep 2007 Last Revised: 23 Sep 2022
K. Peren Arin, Alexander Molchanov and Otto F. Reich
Zayed University, Massey University and Massey University
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Citation 2

Abstract:

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Bayesian Model Averaging, Excess Returns, Model Uncertainty, Political Risk, Volatility