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July 30, 2015

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Subject / Keyword: Volatility States

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Title: Country and Industry Dynamics in Stock Returns
Author/Editor: Catão, Luis ; Timmermann, Allan
Series: Working Paper No. 03/52
Published: March 1, 2003
Subject(s): Stock markets | International capital markets | Economic models
Author's keyword(s): Diversification | Risk | Volatility States | Regime Switching | International Financial markets


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