Did Developed and Developing Stock Markets React Similarly to Dow Jones During 2008 Crisis?
Posted on 2019-10-04 - 14:30
The 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.
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Özen, Ercan; Tetik, Metin (2019). Did Developed and Developing Stock Markets React Similarly to Dow Jones During 2008 Crisis?. Frontiers. Collection. https://doi.org/10.3389/fams.2019.00049
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AUTHORS (2)
EÖ
Ercan Özen
MT
Metin Tetik
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