Has the structural break slowed down growth rates of stock markets? [electronic resource] / Paresh K...
Has the structural break slowed down growth rates of stock markets? [electronic resource] / Paresh Kumar Narayan.
About this item
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Author / Creator
Publisher
[Melbourne] : School of Accounting, Economics and Finance, Deakin University, 2009.
Date
2009.
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MMS ID
Language
English
Formats
Publication information
Publisher
[Melbourne] : School of Accounting, Economics and Finance, Deakin University, 2009.
Series
Place of Publication
Victoria
Date Published
2009.
Subjects
More information
Scope and Contents
Summary
In this paper, we use the common structural break test suggested by Bai et al. (1998) to test for a common structural break in the stock prices of the US, the UK, and Japan. On the basis of the structural break, we divide each countries stock price series into sub-samples and investigate whether or not the structural break had slowed down the growt...
Alternative Titles
Full title
Has the structural break slowed down growth rates of stock markets? [electronic resource] / Paresh Kumar Narayan.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
School working paper - Economic series / School of Accounting, Economics and Finance ; SWP 2009/07.
Title from title screen (viewed on 4 May, 2010)
At head of title: Faculty of Business and Law. School of Accounting, Economics and Finance.
Includes bibliographical references (p. 21-24)
System details note
System requirements: Adobe Acrobat Reader to read pdf file.
Mode of access: Internet via World Wide Web. Available at: http://www.deakin.edu.au/buslaw/aef/workingpapers/papers/2009_7.pdf.
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Other version (online)
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Record Identifier
74VKdaebDyMM
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKdaebDyMM
Other Identifiers
DDC
332.642
MMS ID
991019955099702626
