TY  - GEN 
AU  - Aray, Henry
PY  - 2006
UR  - http://hdl.handle.net/10481/31495
AB  - In this article I analyze the Spanish stock market in an international setting. Using a simple Markov regime switching model I get a time varying measure of the effect of the return on a Latin American portfolio on the Spanish stock returns. The...
LA  - eng
PB  - Universidad de Granada. Departamento de Teoría e Historia Económica
KW  - Markov switching model
KW  - Maximum likelihood estimation
KW  - Stock returns
TI  - The Latin American and Spanish Stock markets
ER  -