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Detecting and estimating stock market crises: evidence from the Tunisian stock market

Author

Listed:
  • Younes Boujelbene
  • Haifa Hammami
  • Aida Kammoun Abdelmoula

Abstract

In this paper we identify stock market crises in Tunisia since 1992 using the CMAX method. Our empirical evidence shows that the monetary and financial indicators are considered as explanatory factors signalling the occurrence of these crises. The analysis also highlights some mechanisms that have played a significant role in explaining the occurrence of Tunisian stock market crises.

Suggested Citation

  • Younes Boujelbene & Haifa Hammami & Aida Kammoun Abdelmoula, 2010. "Detecting and estimating stock market crises: evidence from the Tunisian stock market," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 3(3), pages 227-247.
    • Handle: RePEc:ids:ijmefi:v:3:y:2010:i:3:p:227-247
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