| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP307 |
| DP307 Structure and Performance: Global Interdependence of Stock Markets Around the Crash of October 1987 | |
| Colin Mayer | |
| 发表日期 | 1989-03-01 |
| 出版年 | 1989 |
| 语种 | 英语 |
| 摘要 | This paper uses a new data source on share prices to examine how stock markets in 23 countries reacted to the crash of October 1987. It records substantial variations across countries. In general there is no evidence that these differences are related to the structure of markets. However, trading halts and capital controls on residents may have moderated the speed of dealings in some markets. The interrelation between markets is examined before, during and after the crash. The paper reports high correlations between certain groups of countries prior to the crash. However, during the week of the crash the influence of the leading markets became more pronounced. |
| 主题 | International Macroeconomics |
| 关键词 | Capital markets stock market Stock market crash |
| URL | https://cepr.org/publications/dp307 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/529451 |
| 推荐引用方式 GB/T 7714 | Colin Mayer. DP307 Structure and Performance: Global Interdependence of Stock Markets Around the Crash of October 1987. 1989. |
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