When does the stock market recover from a crisis?
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DOI: 10.1016/j.frl.2020.101642
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Citations
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Cited by:
- Genoni, Giulia & Quatto, Piero & Vacca, Gianmarco, 2023. "Dating financial bubbles via online multiple testing procedures," Finance Research Letters, Elsevier, vol. 58(PA).
- Yu, Lu & Li, Yanglin, 2023. "Testing factor models when asset bubbles occur: A time-varying perspective," Economic Modelling, Elsevier, vol. 124(C).
- Yang, Hui & Ferrer, Román, 2023. "Explosive behavior in the Chinese stock market: A sectoral analysis," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
- Ye Chen & Jian Li & Qiyuan Li, 2023. "Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 910-937, August.
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More about this item
Keywords
Bubble-led crisis; Market recovery date; Market normalcy; Double recursive regression;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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