When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach-Reference-Cited by-同舟云学术

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When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach

Published:2023-03-07 Issue:3 Volume:24 Page:184-197
ISSN:1470-8272
Container-title:Journal of Asset Management
language:en
Short-container-title:J Asset Manag

Author:

Tokic Damir^ORCID,Jackson Dave

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Link

https://link.springer.com/content/pdf/10.1057/s41260-023-00306-3.pdf

Reference25 articles.

1. Ahlgren, Niklas, and Jan Antell. 2010. Stock Market Linkages and Financial Contagion: A Cobreaking Analysis. The Quarterly Review of Economics and Finance 50 (2): 157–166. https://doi.org/10.1016/j.qref.2009.12.004.

2. Aretz, Kevin, Söhnke. M. Bartram, and Peter F. Pope. 2010. Macroeconomic Risks and Characteristic-Based Factor Models. Journal of Banking & Finance 34 (6): 1383–1399. https://doi.org/10.1016/j.jbankfin.2009.12.006.

3. Avramov, Doron, Tarun Chordia, Gergana Jostova, and Alexander Philipov. 2022. Distress Anomaly Is Deeper than You Think: Evidence from Stocks and Bonds*. Review of Finance 26 (2): 355–405. https://doi.org/10.1093/rof/rfab025.

4. Bernanke, Ben S., and Alan S. Blinder (1988). Credit, Money, and Aggregate Demand. American Economic Review, vol. 78, Papers and Proceedings of the 100th Annual Meeting of the American Economics Association, May, pp. 435–439.

5. Campbell, John Y. 1987. Stock Returns and the Term Structure. Journal of Financial Economics 18 (2): 373–399. https://doi.org/10.1016/0304-405X(87)90045-6.

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