Structure and Performance: Global Interdependence of Stock Markets around the Crash of October 1987.

Structure and Performance: Global Interdependence of Stock Markets around the Crash of October 1987.

Show other versions (1)

Using a new data source on share price indices, this paper finds no evidence that the substantial variations in the reactions to the crash of October 1987 across countries are related to the structure of markets. However, trading halts and capital controls on residents may have moderated the speed o...

書目詳細資料
Main Authors:	Bertero, E, Mayer, C
格式:	Journal article
語言:	English
出版:	1990

相似書籍

Structure and Performance: Global Interdependence of Stock Markets Around the Crash of October 1987.
由: Bertero, E, et al.
出版: (1989)

Emerging interdependence between stock values during financial crashes.
由: Jacopo Rocchi, et al.
出版: (2017-01-01)

Crash dynamics of interdependent networks
由: Li, Jie, et al.
出版: (2020)

Cross-Sectoral Information Transfer in the Chinese Stock Market around Its Crash in 2015
由: Xudong Wang, et al.
出版: (2018-09-01)

Volatility interdependences in the Saudi stocks market
由: Yassin Ibrahim Eltahir, et al.
出版: (2019-06-01)

Volatility interdependences in the Saudi stocks market
由: Yassin Ibrahim Eltahir, et al.
出版: (2019-06-01)

The Emergence of Critical Stocks in Market Crash
由: Shan Lu, et al.
出版: (2020-03-01)

Interdependence among emerging Asian stock markets.
由: Koh, Hock Ghee.
出版: (2008)

Stock Market Interdependence during the Iraq War
由: Stefano Paleari, et al.
出版: (2005-08-01)

Interdependence of stock markets: evidence from Vietnam
由: Tran Thi Van Anh, et al.
出版: (2022-11-01)

Macro-economic determinant and interdependence of the stock markets
由: Asim Rafiq, et al.
出版: (2019-07-01)

Macro-economic determinant and interdependence of the stock markets
由: Asim Rafiq, et al.
出版: (2019-07-01)

Macro-economic determinant and interdependence of the stock markets
由: Asim Rafiq, et al.
出版: (2019-07-01)

Macro-economic determinant and interdependence of the stock markets
由: Asim Rafiq, et al.
出版: (2019-07-01)

The Interdependence of the Stock Markets Developed in Central and Eastern- European Stock Markets - Represented by the Stock Indices
由: Mitica Pepi
出版: (2022-12-01)

Oil, gold, US dollar and stock market interdependencies: a global analytical insight
由: >Mongi Arfaoui, et al.
出版: (2017-10-01)

FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET
由: Haifa Hammami, et al.
出版: (2021-06-01)

The effect of firm and stock characteristics on stock returns: Stock market crash analysis
由: Rizaldi Fauzi, et al.
出版: (2016-06-01)

The impact of investor structure on stock price crash sensitivity: Evidence from China's stock market
由: Ningning Pan, et al.
出版: (2021-09-01)

INTERDEPENDENCE BETWEEN JAKARTA STOCK EXCHANGE AND OTHER PACIFIC-BASIN STOCK MARKETS
由: Noer Azam Achsani
出版: (2011-08-01)

Investor Sentiment and Stock Price Crash Risk in the Chinese Stock Market
由: Binghui Wu, et al.
出版: (2021-01-01)

MATHCAD APPLICATION FOR THE MULTIDIMENSIONAL ANALYSIS OF THE INTERDEPENDENCES ON WORLD STOCK MARKETS
由: Marina A. Skorik, et al.
出版: (2016-07-01)

Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach
由: Samuel Kwaku Agyei, et al.
出版: (2023-03-01)

Financial volatility, the stock market crash and corporate investment
由: Devereux, M, et al.
出版: (1988)

Financial Volatility, the Stock Market Crash and Corporate Investment.
由: Bond, S, et al.
出版: (1988)

Changes in stock markets interdependencies as a result of the global financial crisis: Empirical investigation on the CEE region
由: Tudor Cristiana
出版: (2011-01-01)

Irish Post Awards, 10 October 1987
由: The Irish Post, IP
出版: (1987)

On the Return-volatility Relationship in the Bitcoin Market Around the Price Crash of 2013
由: Elie Bouri, et al.
出版: (2016-10-01)

On the return-volatility relationship in the Bitcoin market around the price crash of 2013
由: Elie Bouri, et al.
出版: (2017-02-01)

Interdependence of selected stock market in Southeast Asia / Amirul Naim Azmi
由: Azmi, Amirul Naim
出版: (2020)

The Contagion from the 2007-09 US Stock Market Crash
由: Castellanos, Arnulfo M., et al.
出版: (2011)

COVID‑19 and the Stock Market Crash: Evidence from Indonesia
由: N. Nurcahyono, et al.
出版: (2024-07-01)

Behaviour of Follower Investor in the Formation of Stock's Price on Market Crash
由: I Gusti Ayu Nyoman Budiasih, et al.
出版: (2017-09-01)

The Contagion from the 2007-09 US Stock Market Crash
由: Arnulfo M. Castellanos, et al.
出版: (2011-12-01)

Prediction of stock market crash using self-organizing maps
由: Arash Mohamad Alizadeh, et al.
出版: (2015-03-01)

Impact of the 2015 Stock Market Crash on China’s Stock Market: Evidence from Moutai and China Construction
由: Luo Hao
出版: (2024-01-01)

Co-Movements Of U.S. And European Stock Markets Before And After The 2008 Gloal Stock Market Crash
由: Meric Ilhan, et al.
出版: (2015-08-01)

Estimating the probability of stock market crashes for Bucharest Stock Exchange using stable distributions
由: Daniel Traian PELE
出版: (2012-07-01)

Analysing implied volatility smirk to predict the US stock market crash during the global financial crisis
由: Tanvir Bhuiyan, et al.
出版: (2023-12-01)

CENTROID-MOMENT TENSOR SOLUTIONS FOR OCTOBER DECEMBER 1987
由: Dziewonski, A, et al.
出版: (1989)