Table_4_Did Developed and Developing Stock Markets React Similarly to Dow Jones in During 2008 Crisis?.docx (12.37 kB)
Table_4_Did Developed and Developing Stock Markets React Similarly to Dow Jones in During 2008 Crisis?.docx
dataset
posted on 2019-10-04, 14:30 authored by Ercan Özen, Metin TetikThe aim of this study is to determine whether the stock indices of some developed and developing countries react similarly to the price movements in the Dow Jones Industrial Average (DJIA). In this study, the impact of DJIA on other indices during the 2008 global financial crisis, was explored by using the Vector Error Correction Model. The data used was analyzed in two periods: (1) the expansionary period; and (2) the contractionary period of the FED's policies. The results of the analysis indicate that the developed and emerging stock markets react differently to the DJIA. The results include important findings for decisions by financial investors and policy makers.
History
Usage metrics
Categories
- Statistics
- Mathematical Physics not elsewhere classified
- Ordinary Differential Equations, Difference Equations and Dynamical Systems
- Computation Theory and Mathematics
- Financial Mathematics
- Applied Mathematics not elsewhere classified
- Optimisation
- Numerical and Computational Mathematics not elsewhere classified
- Applied Statistics
- Numerical Computation
- Computation Theory and Mathematics not elsewhere classified
Keywords
Licence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC