Contagion around the October 1987 stock market crash

European Journal of Operational Research

Volumn 184, Issue 1, 2008, Pages 291-310

  Yang, Jian ^a   Bessler, David A ^b  

^a PRAIRIE VIEW A AND M UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Directed acyclic graphs; Historical decomposition; International stock markets; Stock market crash

Indexed keywords

FINANCE; INDUSTRIAL ECONOMICS; MARKETING; PROBLEM SOLVING; STATISTICAL METHODS;

DIRECTED ACYCLIC GRAPHS; HISTORICAL DECOMPOSITION; INTERNATIONAL STOCK MARKETS; STOCK MARKET CRASH;

INVENTORY CONTROL;

EID: 34548516173     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2006.04.046     Document Type: Article

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