Detection of crashes and rebounds in major equity markets

ISSN： 2048-2361

Source： International Journal of Portfolio Analysis and Management, Vol.1, Iss.1, 2012-05, pp. : 59-79

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Interdependence between the US and major European equity markets: evidence from spectral analysis

By Asimakopoulos Ioannis Goddard John Siriopoulos Costas

Applied Financial Economics, Vol. 10, Iss. 1, 2000-02 ,pp. : 41-47

Routledge Ltd

Access to resources Recommend Favorite

Short-term and long-term price linkages between the equity markets of Australia and its major trading partners

By Roca Eduardo D.

Applied Financial Economics, Vol. 9, Iss. 5, 1999-10 ,pp. : 501-511

Routledge Ltd

Access to resources Recommend Favorite

Sources of equity in fashion markets

By Dopico Domingo Calvo Porral Cristina Calvo

Journal of Product and Brand Management, Vol. 21, Iss. 6, 2012-09 ,pp. : 391-403

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

The differentiation of 'emerging' equity markets

By Kumar P. C. Tsetsekos George P.

Applied Financial Economics, Vol. 9, Iss. 5, 1999-10 ,pp. : 443-453

Routledge Ltd

Access to resources Recommend Favorite

Are international equity markets really asymmetric?

By Kearney Colm Lynch Margaret

Applied Financial Economics, Vol. 17, Iss. 5, 2007-03 ,pp. : 399-411

Routledge Ltd

Access to resources Recommend Favorite