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La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)

Author

Listed:
  • Amélie Charles

    (Audencia Recherche - Audencia Business School)

  • Olivier Darné

    (LEMNA - Laboratoire d'économie et de management de Nantes Atlantique - IEMN-IAE Nantes - Institut d'Économie et de Management de Nantes - Institut d'Administration des Entreprises - Nantes - UN - Université de Nantes)

Abstract

We report in this article the extreme movements that have affected the volatility of the DJIA. We observe that these events characterized by very high amplitudes occur in periods of high volatility particularly over the periods 1929-1934, 1937-1938 and 2007-2011.

Suggested Citation

  • Amélie Charles & Olivier Darné, 2015. "La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013)," Post-Print hal-01169737, HAL.
    • Handle: RePEc:hal:journl:hal-01169737
    DOI: 10.3917/ecofi.118.0243
    as

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