Handling risk-on/risk-off dynamics with correlation regimes and correlation networks (2015) https://link.springer.com/article/10.1007/s11408-015-0248-2">https://link.springer.com/article/1...

Can Market Regimes Really be Timed with Historical Volatility? (2021) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3832340">https://papers.ssrn.com/sol3/pape...

Regime Switches in Interest Rates (1998)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=94012
“We">https://papers.ssrn.com/sol3/pape... show that the regimes in interest rates correspond reasonably well with business cycles, at least in the US.”

Oil and Fiscal Policy Regimes (2021)
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3769785
“Our">https://papers.ssrn.com/sol3/pape... results emphasize that it is both possible and important to separate a procyclical regime from a countercyclical regime when analysing fiscal policy.”

Regime Changes and Financial Markets (2011) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1890003">https://papers.ssrn.com/sol3/pape...