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- Title
Major Stock Market Linkages in the 2000-2001 Bear Market.
- Authors
Meric, Ilhan; Coopersmith, Lewis W.; Wise, Donald; Meric, Gulser
- Abstract
Presents a study that examined the linkages among the U.S., Japanese, British, German and French stock markets during the March 27, 2000-April 4, 2001 bear market. Issues concerning the comparability of the daily data examined that have to be resolved; Assessment of temporary bullish upswings and bearish downswings during the March 2, 1999-March 27, 2000 bull market period; Results of Granger causality and impulse simulation tests during the period.
- Subjects
STOCK exchanges; STOCKS (Finance)
- Publication
Journal of Investing, 2002, Vol 11, Issue 4, p55
- ISSN
1068-0896
- Publication type
Academic Journal
- DOI
10.3905/joi.2002.319525