%0 Journal Article %1 Harman2007 %A Harman, Yvette S. %A Zuehlke, Thomas W. %D 2007 %J Review of Financial Economics %K Duration dependence %N 4 %P 350--362 %T Nonlinear duration dependence in stock market cycles %U http://www.sciencedirect.com/science/article/B6W61-4M4KR79-1/1/64bf039fc91fa4a776e5059a65dc0eda %V 16

@article{Harman2007, added-at = {2008-04-22T15:17:45.000+0200}, author = {Harman, Yvette S. and Zuehlke, Thomas W.}, biburl = {https://www.bibsonomy.org/bibtex/2b8e0b916bc4583daf7848ffd7878cdf9/smicha}, interhash = {959db66d4bb76beb126d14714fb62a3d}, intrahash = {b8e0b916bc4583daf7848ffd7878cdf9}, journal = {Review of Financial Economics}, keywords = {Duration dependence}, number = 4, pages = {350--362}, timestamp = {2008-04-22T15:27:18.000+0200}, title = {Nonlinear duration dependence in stock market cycles}, url = {http://www.sciencedirect.com/science/article/B6W61-4M4KR79-1/1/64bf039fc91fa4a776e5059a65dc0eda}, volume = 16, year = 2007 }