The tail behavior of stock index return on the Jamaican Stock Exchange
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References listed on IDEAS
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"On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective,"
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More about this item
KeywordsExtreme market return..;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-07 (All new papers)
- NEP-CFN-2004-03-07 (Corporate Finance)
- NEP-FMK-2004-03-07 (Financial Markets)
- NEP-RMG-2004-03-07 (Risk Management)
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