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

DOI10.1007/S10690-020-09324-2MaRDI QIDQ2166083zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

structural breaksdurationbusiness cyclesbull markets

Mathematics Subject Classification ID

Financial markets (91G15)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• scientific article; zbMATH DE number 1237738 (Why is no real title available?)
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Structural change test in duration of bull and bear markets
• Tests for Parameter Instability and Structural Change With Unknown Change Point

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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