Global financial crisis as a phenomenon of stock market overshooting
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Bibliographic InfoArticle provided by Springer in its journal Empirica.
Volume (Year): 38 (2011)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=100261
Financial crisis; Open economy macroeconomics; Stock markets; Business cycles; E32; E44; E52; F41;
Find related papers by JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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"Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones
[Modeling Mexican stock ," MPRA Paper 36872, University Library of Munich, Germany.
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