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Bulls and Bears: Lessons from some European Countries

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  • Biscarri, Javier GÛmez

    (IESE Business School)

  • Fernando PÈrez de Gracia

    (University of Navarra)

Abstract

This paper analyzes the recent behavior of stock markets in four European countries. More specifically, we describe the bull and bear phases of those markets, comparing some of their features across countries and with the US. We also comment on the degree of concordance of stock market phases across countries. We find that cycles in European countries have become substantially more concordant in recent years, a result that was to be expected given the increased integration of the European financial markets, but that the degree of concordance is not high.

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File URL: http://repec.org/res2002/Gomez.pdf
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Bibliographic Info

Paper provided by Royal Economic Society in its series Royal Economic Society Annual Conference 2002 with number 28.

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Date of creation: 29 Aug 2002
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Handle: RePEc:ecj:ac2002:28

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Web page: http://www.res.org.uk/society/annualconf.asp
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Cited by:
  1. Bertrand Candelon, & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial cycles," Revue d'économie politique, Dalloz, vol. 122(6), pages 823-831.
  2. Candelon Bertrand & Metiu Norbert, 2009. "Testing for Exceptional Bulls and Bears: a Non-Parametric Perspective," Research Memorandum 017, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  3. Ernst Konrad, 2009. "The impact of monetary policy surprises on asset return volatility: the case of Germany," Financial Markets and Portfolio Management, Springer, vol. 23(2), pages 111-135, June.

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