The empirical regime model classifies the 1997–1998 Asian-currency crisis and the Long-Term Capital Management hedge fund turmoil as 'Slowing' regimes characterized by demand-side shocks.

Authors

• Person: Ivan Vratzov Organization: FactSet
  Mapping Asset Returns to Economic Regimes: A Practical Investor's ...

Sources

• Mapping Asset Returns to Economic Regimes: A Practical Investor's ... insight.factset.com Ivan Vratzov · FactSet via serper

Referenced by nodes (1)

• Slowing concept