Search Results - subject:"Structural breakpoints"

Did you mean: subject:"structural breakpoint" (16 results)

Towards understanding MILA stock markets integration beyond MILA : new evidence between the pre-Global Financial Crisis and the COVID19 periods

Lukanima, Benedicto Kulwizira; Sanchez-Barrios, Luis Javier - In: International review of economics & finance : IREF 89 (2024) 1, pp. 478-497

international markets. Third we identify and verify structural breakpoints prior to modeling stock returns through dynamic …

Persistent link: https://www.econbiz.de/10014446479

U.S. stock market P/E ratios, structural breaks, and long-term stock returns

Baek, Chung; Lee, Ingyu - In: Journal of business economics and management 19 (2018) 1, pp. 110-123

-term stock market returns. Using the cumulative sum control chart and the Bai-Perron algorithm, we identify multiple structural … breakpoints in the market P/E ratio and find that those structural changes are significantly perceived over the long run. Unlike …

Persistent link: https://www.econbiz.de/10012174724

U.S. stock market P/E ratios, structural breaks, and long-term stock returns

Baek, Chung; Lee, Ingyu - In: Journal of Business Economics and Management (JBEM) 19 (2018) 1, pp. 110-123

Persistent link: https://www.econbiz.de/10015401177

The analysis of wheat prices using multiple structural breakpoint co-integration test

Cinar, Gokhan; Hushmat, Adnan - In: Panoeconomicus 68 (2021) 3, pp. 359-374

Persistent link: https://www.econbiz.de/10012657749