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Identification et comparaison des crises boursières

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Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns

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When the US stock market becomes extreme?

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Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of ready-made approaches to risk management analysis....

Persistent link: https://www.econbiz.de/10010399734