Global financial crisis as a phenomenon of stock market overshooting
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DOI: 10.1007/s10663-010-9140-5
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Cited by:
- Fritz Breuss, 2016. "The Crisis Management of the ECB," WIFO Working Papers 507, WIFO.
- Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011.
"The effects of the subprime crisis on the Latin American financial markets: An empirical assessment,"
Economic Modelling, Elsevier, vol. 28(5), pages 2342-2357, September.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010. "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers 2010-11, CEPII research center.
- Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012. "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print hal-01411539, HAL.
- Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011. "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers halshs-00587460, HAL.
- Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011. "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 retu," MPRA Paper 36872, University Library of Munich, Germany.
- Rajan Sruthi & Santhakumar Shijin, 2020. "Investigating liquidity constraints as a channel of contagion: a regime switching approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-21, December.
- Fritz Breuss, 2013. "Towards a New EMU," WIFO Working Papers 447, WIFO.
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More about this item
Keywords
Financial crisis; Open economy macroeconomics; Stock markets; Business cycles; E32; E44; E52; F41;All these keywords.
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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