Detecting and estimating stock market crises: evidence from the Tunisian stock market
by Younes Boujelbene, Haifa Hammami, Aida Kammoun Abdelmoula
International Journal of Monetary Economics and Finance (IJMEF), Vol. 3, No. 3, 2010

Abstract: 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.

Online publication date: Wed, 02-Jun-2010

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