Financial markets’ shutdown and reaccess

We employ a discrete-time parametric duration model on a group of 121 countries over the period 1970-2011 and find that the probability of the end of financial markets’ shutdown and re-access falls as these events become longer. We also show that: (i) shutdown episodes are longer when economic prosp...

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Bibliographic Details
Main Authors: Luca Agnello, Vitor Castro, Ricardo M. Sousa
Format: Default Article
Published: 2017
Subjects:
Other economics not elsewhere classified
Financial markets’ shutdown
Financial markets’ re-access
Parametric duration model
Economics
Economics not elsewhere classified
Online Access:https://hdl.handle.net/2134/26417
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https://hdl.handle.net/2134/26417

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