Structural changes in the duration of bull markets and business cycle dynamics

DOI10.1007/S10690-020-09324-2zbMATH Open1495.91112OpenAlexW2895298774MaRDI QIDQ2166083FDOQ2166083

Authors: João Cruz, João Nicolau, Paulo M. M. Rodrigues 

Publication date: 23 August 2022

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10362/112874

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zbMATH Keywords

structural breaksdurationbusiness cyclesbull markets

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Title not available (Why is that?)
• Title not available (Why is that?)
• Structural change test in duration of bull and bear markets

Cited In (3)

• An investigation of duration dependence in the American stock market cycle
• Identifying bull and bear markets in Japan
• Structural change test in duration of bull and bear markets

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