The International Crash of October 1987

1988/09/01 by Richard Roll · 4 citations
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Crash #Business #Financial system #Economics #Computer science

paper · doi:10.2469/faj.v44.n5.19

openalex publication_date 1988/09/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/03

Abstract

(1988). The International Crash of October 1987. Financial Analysts Journal: Vol. 44, No. 5, pp. 19-35.

Citations

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Cited by

• Antibubble and prediction of China's stock market and real-estate
• The big, bad wolf and the rational market: portfolio insurance, the 1987 crash and the performativity of economics
• The International Crash of October 1987: Causality Tests
• Black Monday (1987) [wikipedia]