Browsing by Subject "Extreme returns"

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  • Cotter, John ; Dowd, Kevin (Palgrave Macmillan, 2011-11)
    Extreme asset price movements appear to be more pronounced over time and have major consequences for an economy’s financial stability and monetary policies. This article investigates the extreme behaviour of equity market ...
  • Cotter, John (Papazisis Press, 2004-11)
    Extreme asset price movements appear to be more pronounced recently and have major consequences for an economy’s financial stability and monetary policies. This paper investigates the extreme behaviour of equity market ...