Stock Market Cycles and Stock Market Development in Spain
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- Javier Biscarri & Fernando Gracia, 2004. "Stock market cycles and stock market development in Spain," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(2), pages 127-151, July.
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Cited by:
- J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October.
- Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014.
"On the persistence and volatility in European, American and Asian stocks bull and bear markets,"
Journal of International Money and Finance,
Elsevier, vol. 40(C), pages 149-162.
- Luis Alberiko Gil-Alaña & Olanrewaju L. Shittu & OlaOluwa S. Yaya, 2013. "On the persistence and volatility in European, American and Asian stocks bull and bear markets," NCID Working Papers 12/2013, Navarra Center for International Development, University of Navarra.
- 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).
- Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1022-1035, June.
- Fabrice Hervé, 2006. "Les fonds de pension protègent-ils les investisseurs des évolutions du marché?," Working Papers CREGO 1060101, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
- Torre-Gallegos, Antonio de la & Bellini, Edith, 2009.
"Las crisis bursátiles en España y su comparación con otros mercados internacionales: Análisis de sus principales características
[Stock market crisis in Spain and their comparison with other intern," MPRA Paper 26547, University Library of Munich, Germany. - Luis A. Gil-Alana & Rangan Gupta & Olanrewaju I. Shittu & OlaOluwa S. Yaya, 2016. "Market Efficiency of Baltic Stock Markets: A Fractional Integration Approach," Working Papers 201617, University of Pretoria, Department of Economics.
- repec:bap:journl:170307 is not listed on IDEAS
- Alexander Erler & Christian Drescher & Damir Križanac, 2013. "The Fed’s TRAP," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(1), pages 136-149, January.
- Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015. "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers 07/2015, Navarra Center for International Development, University of Navarra.
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Keywords
Stock market cycle; data generating process; financial development;JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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