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La volatilité du Dow Jones: les leçons de l’histoire à travers l’étude des chocs (1928-2013)

Amélie Charles () and Olivier Darné
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Amélie Charles: Audencia Recherche - Audencia Business School

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Abstract: We report in this article the extreme movements that have affected the volatility of the DJIA. We observe that these events characterized by very high amplitudes occur in periods of high volatility particularly over the periods 1929-1934, 1937-1938 and 2007-2011.

Keywords: Cliometrics; Industrial cycle; Dating chronology (search for similar items in EconPapers)
Date: 2015-06
Note: View the original document on HAL open archive server: https://hal-audencia.archives-ouvertes.fr/hal-01169737
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Published in Revue d'économie financière, Association d'économie financière 2015, pp.243-247. ⟨10.3917/ecofi.118.0243⟩

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