Ndako, Joshua A.; Kumeka, Terver T.; Adedoyin, Festus Fatai - 2022
stock market. The data used covers 16 countries of the world and a series of quarterly data ranging from 1919Q1 to 2020Q2 … for major stock market index was used. The Bai and Perron's multiple structural break approach were adopted. Different … have the tendency of unfolding over time; hence matching exact breaks in stock market data to precise events is very …