Matches in SemOpenAlex for { <https://semopenalex.org/work/W3126068814> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3126068814 abstract "This study analyses the duration dependence of events that trigger volatility persistence in stock markets. Such events, in our context, are monthly spells of contiguous price decline or negative returns for the SP this hazard then decays asymptotically to zero. Spells duration increase during recessions, when interest rate rises and when price declines are more intense. The main conclusion is that short spells of negative returns appear to be mainly frictional while long spells become structural and trigger hysteresis effects after an initial period of adjustment. Although in line with our expectations, these results may be of some importance for policy-makers." @default.
- W3126068814 created "2021-02-01" @default.
- W3126068814 creator A5048061782 @default.
- W3126068814 creator A5060904824 @default.
- W3126068814 date "2016-10-01" @default.
- W3126068814 modified "2023-09-27" @default.
- W3126068814 title "Hysteresis and Duration Dependence of Financial Crises in the US: Evi- dence from 1871-2016" @default.
- W3126068814 hasPublicationYear "2016" @default.
- W3126068814 type Work @default.
- W3126068814 sameAs 3126068814 @default.
- W3126068814 citedByCount "0" @default.
- W3126068814 crossrefType "posted-content" @default.
- W3126068814 hasAuthorship W3126068814A5048061782 @default.
- W3126068814 hasAuthorship W3126068814A5060904824 @default.
- W3126068814 hasConcept C112758219 @default.
- W3126068814 hasConcept C121332964 @default.
- W3126068814 hasConcept C123299182 @default.
- W3126068814 hasConcept C139719470 @default.
- W3126068814 hasConcept C143724316 @default.
- W3126068814 hasConcept C149782125 @default.
- W3126068814 hasConcept C151730666 @default.
- W3126068814 hasConcept C162324750 @default.
- W3126068814 hasConcept C166957645 @default.
- W3126068814 hasConcept C195742910 @default.
- W3126068814 hasConcept C204036174 @default.
- W3126068814 hasConcept C205649164 @default.
- W3126068814 hasConcept C24890656 @default.
- W3126068814 hasConcept C2778300220 @default.
- W3126068814 hasConcept C2988984586 @default.
- W3126068814 hasConcept C556758197 @default.
- W3126068814 hasConcept C62520636 @default.
- W3126068814 hasConcept C86803240 @default.
- W3126068814 hasConcept C91602232 @default.
- W3126068814 hasConceptScore W3126068814C112758219 @default.
- W3126068814 hasConceptScore W3126068814C121332964 @default.
- W3126068814 hasConceptScore W3126068814C123299182 @default.
- W3126068814 hasConceptScore W3126068814C139719470 @default.
- W3126068814 hasConceptScore W3126068814C143724316 @default.
- W3126068814 hasConceptScore W3126068814C149782125 @default.
- W3126068814 hasConceptScore W3126068814C151730666 @default.
- W3126068814 hasConceptScore W3126068814C162324750 @default.
- W3126068814 hasConceptScore W3126068814C166957645 @default.
- W3126068814 hasConceptScore W3126068814C195742910 @default.
- W3126068814 hasConceptScore W3126068814C204036174 @default.
- W3126068814 hasConceptScore W3126068814C205649164 @default.
- W3126068814 hasConceptScore W3126068814C24890656 @default.
- W3126068814 hasConceptScore W3126068814C2778300220 @default.
- W3126068814 hasConceptScore W3126068814C2988984586 @default.
- W3126068814 hasConceptScore W3126068814C556758197 @default.
- W3126068814 hasConceptScore W3126068814C62520636 @default.
- W3126068814 hasConceptScore W3126068814C86803240 @default.
- W3126068814 hasConceptScore W3126068814C91602232 @default.
- W3126068814 hasLocation W31260688141 @default.
- W3126068814 hasOpenAccess W3126068814 @default.
- W3126068814 hasPrimaryLocation W31260688141 @default.
- W3126068814 hasRelatedWork W1984248873 @default.
- W3126068814 hasRelatedWork W2013287294 @default.
- W3126068814 hasRelatedWork W2019226587 @default.
- W3126068814 hasRelatedWork W2046526889 @default.
- W3126068814 hasRelatedWork W2051353676 @default.
- W3126068814 hasRelatedWork W2090575447 @default.
- W3126068814 hasRelatedWork W2131576797 @default.
- W3126068814 hasRelatedWork W2186910656 @default.
- W3126068814 hasRelatedWork W2339109314 @default.
- W3126068814 hasRelatedWork W2529383365 @default.
- W3126068814 hasRelatedWork W2906804361 @default.
- W3126068814 hasRelatedWork W2909844243 @default.
- W3126068814 hasRelatedWork W2946792147 @default.
- W3126068814 hasRelatedWork W3109646423 @default.
- W3126068814 hasRelatedWork W3123399396 @default.
- W3126068814 hasRelatedWork W3124134427 @default.
- W3126068814 hasRelatedWork W3143145213 @default.
- W3126068814 hasRelatedWork W3124433189 @default.
- W3126068814 hasRelatedWork W3124823273 @default.
- W3126068814 hasRelatedWork W3124956882 @default.
- W3126068814 isParatext "false" @default.
- W3126068814 isRetracted "false" @default.
- W3126068814 magId "3126068814" @default.
- W3126068814 workType "article" @default.