@data{jae.2022319.0709391133,
author = {Sarno, Lucio and Valente, Giorgio},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {modelling-and-forecasting-stock-returns-exploiting-the-futures-market-regime-shifts-and-internation},
year = {2005},
version = {1},
url = {https://journaldata.zbw.eu/dataset/modelling-and-forecasting-stock-returns-exploiting-the-futures-market-regime-shifts-and-internation},
doi = "10.15456/jae.2022319.0709391133" 
}