Analysis of 2020 Global Stock Market Crash

We applied the Log-periodic power law singularity (LPPLS) methodology to analyze the performances of the 10 major global stock market indexes from both developed and emergent stock markets in the 2020 global stock market. The results show that the crashes for the 7 indexes: SP500, DJIA, NASDAQ, DAX, CSI300, BSESN, and BOVESPA, are endogenous due to the increasingly systemic instability of the financial markets, while the crashes in the three indexes: FTSE, NIKKEI, and HSI, are exogenous caused by external shocks

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Year of publication:	[2021]
Authors:	Shu, Min ; Song, Ruiqiang ; Zhu, Wei
Publisher:	[S.l.] : SSRN
Subject:	Finanzkrise \| Financial crisis \| Welt \| World \| Aktienmarkt \| Stock market \| Internationaler Finanzmarkt \| International financial market

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Extent:	1 Online-Ressource (9 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: 2021 JSM Proceedings, Alexandria, VA: American Statistical Association, 2075-2083 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 8, 2021 erstellt
Classification:	G01 - Financial Crises ; C02 - Mathematical Methods ; C53 - Forecasting and Other Model Applications
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013310052