A brief history of the 1987 stock market crash with a discussion of the Federal Reserve response
Download full text from publisher
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Black Monday: 30 Years After
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-10-02 17:20:28
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Rama Cont & Lakshithe Wagalath, 2012. "Fire Sales Forensics: Measuring Endogenous Risk," Working Papers hal-00697224, HAL.
- repec:fip:fedhep:y:2013:i:qii:p:30-46:n:vol.37no.2 is not listed on IDEAS
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016.
"Gold, oil, and stocks: Dynamic correlations,"
International Review of Economics & Finance,
Elsevier, vol. 42(C), pages 186-201.
- Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2013. "Gold, Oil, and Stocks," Papers 1308.0210, arXiv.org, revised Mar 2014.
- Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014. "Gold, Oil, and Stocks," FinMaP-Working Papers 14, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo Group Munich.
- Bordo, Michael D. & Humpage, Owen F. & Schwartz, Anna J., 2010.
"U.S. foreign-exchange-market intervention during the Volcker-Greenspan era,"
1007, Federal Reserve Bank of Cleveland.
- Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2010. "U.S. Foreign-Exchange-Market Intervention during the Volcker-Greenspan Era," NBER Working Papers 16345, National Bureau of Economic Research, Inc.
- Jeffrey Wurgler, 2010. "On the Economic Consequences of Index-Linked Investing," NBER Working Papers 16376, National Bureau of Economic Research, Inc.
- Olivier Coibion & Yuriy Gorodnichenko, 2012.
"Why Are Target Interest Rate Changes So Persistent?,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 4(4), pages 126-162, October.
- Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why are target interest rate changes so persistent?," Working Papers 106, Department of Economics, College of William and Mary.
- Olivier Coibion & Yuriy Gorodnichenko, 2011. "Why Are Target Interest Rate Changes So Persistent?," NBER Working Papers 16707, National Bureau of Economic Research, Inc.
- David A. Marshall & Robert Steigerwald, 2013. "The role of time-critical liquidity in financial markets," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 30-46.
- repec:eee:intfin:v:48:y:2017:i:c:p:99-116 is not listed on IDEAS
- Barunik, J. & Vosvrda, M., 2009. "Can a stochastic cusp catastrophe model explain stock market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(10), pages 1824-1836, October.
- David S. Bates, 2016. "How Crashes Develop: Intradaily Volatility and Crash Evolution," NBER Working Papers 22028, National Bureau of Economic Research, Inc.
More about this item
KeywordsStock Market Crash; 1987 ; Stock market ; Board of Governors of the Federal Reserve System (U.S.);
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedgfe:2007-13. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Franz Osorio). General contact details of provider: http://edirc.repec.org/data/frbgvus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.