Improving the Process of Early-Warning Detection and Identifying the Most Affected Markets: Evidence from Subprime Mortgage Crisis and COVID-19 Outbreak—Application to American Stock Markets

Stock-market-crash predictability is of particular interest in the field of financial time-series analysis. Famous examples of major stock-market crashes are the real-estate bubble in 2008 and COVID-19 in 2020. Several studies have studied the prediction process without taking into consideration whi...

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Detalles Bibliográficos
Autor principal: Elsegai, Heba
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9858293/
https://www.ncbi.nlm.nih.gov/pubmed/36673210
http://dx.doi.org/10.3390/e25010070

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9858293/
https://www.ncbi.nlm.nih.gov/pubmed/36673210
http://dx.doi.org/10.3390/e25010070

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