The International Crash of October 1987: Causality Tests

Jorge L. Urrutia; A. G. Malliaris

doi:10.2307/2331324

The International Crash of October 1987: Causality Tests

Jorge L. Urrutia, A. G. Malliaris

Quinlan School of Business

Loyola University of Chicago

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	353-364
Number of pages	12
Journal	Journal of Financial and Quantitative Analysis
Volume	27
Issue number	3
DOIs	https://doi.org/10.2307/2331324
State	Published - Sep 1992

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics

Access to Document

10.2307/2331324

Cite this

@article{930ee6607403471c873a24436b775969,

title = "The International Crash of October 1987: Causality Tests",

author = "Urrutia, \{Jorge L.\} and Malliaris, \{A. G.\}",

year = "1992",

month = sep,

doi = "10.2307/2331324",

language = "English",

volume = "27",

pages = "353--364",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

number = "3",

}

TY - JOUR

T1 - The International Crash of October 1987

T2 - Causality Tests

AU - Urrutia, Jorge L.

AU - Malliaris, A. G.

PY - 1992/9

Y1 - 1992/9

UR - https://www.scopus.com/pages/publications/21144464955

UR - https://www.scopus.com/inward/citedby.url?scp=21144464955&partnerID=8YFLogxK

U2 - 10.2307/2331324

DO - 10.2307/2331324

M3 - Article

AN - SCOPUS:21144464955

SN - 0022-1090

VL - 27

SP - 353

EP - 364

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

IS - 3

ER -

The International Crash of October 1987: Causality Tests

ASJC Scopus Subject Areas

Access to Document

Other files and links

Cite this