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La volatilité des actions françaises sur le long terme

Author

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  • David Le Bris

Abstract

French stock market volatility observed over the last 150 years presents a huge instability. From a very low level before the First World War, it shows a continuous increase during the inter-war period. Despite peace and economic stability, volatility has never converged to levels seen pre-1914. The level of stock market volatility seems to be linked to the monetary instability and the magnitude of public deficits. Classification JEL : G1, G12, N23, N24.

Suggested Citation

  • David Le Bris, 2012. "La volatilité des actions françaises sur le long terme," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 569-580.
    • Handle: RePEc:cai:recosp:reco_633_0569
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    Citations

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    Cited by:

    1. Raphael Hekimian & David Le Bris, 2016. "US Crashes of 2008 and 1929 How did the French market react? An empirical study," EconomiX Working Papers 2016-21, University of Paris Nanterre, EconomiX.
    2. Raphaël Hekimian & David Le Bris, 2016. "US Crashes of 2008 and 1929 How did the French market react? An empirical study," Working Papers hal-04141589, HAL.

    More about this item

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • N23 - Economic History - - Financial Markets and Institutions - - - Europe: Pre-1913
    • N24 - Economic History - - Financial Markets and Institutions - - - Europe: 1913-

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