Detecting and estimating stock market crises: evidence from the Tunisian stock market

In this paper we identify stock market crises in Tunisia since 1992 using the CMAX method. Our empirical evidence shows that the monetary and financial indicators are considered as explanatory factors signalling the occurrence of these crises. The analysis also highlights some mechanisms that have played a significant role in explaining the occurrence of Tunisian stock market crises.

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Year of publication:	2010
Authors:	Boujelbene, Younes ; Hammami, Haifa ; Abdelmoula, Aida Kammoun
Published in:	International Journal of Monetary Economics and Finance. - Inderscience Enterprises Ltd, ISSN 1752-0479. - Vol. 3.2010, 3, p. 227-247
Publisher:	Inderscience Enterprises Ltd
Subject:	stock market crises \| investor behaviour \| credit \| inflation volatility \| Tunisian stock market \| Tunisia \| stock markets \| monetary indicators \| financial indicators

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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