Index (period)

Number of change points

Time period

Events

S&P_500

4

05-05-1982 to 03-08-1988

10-08-1988 to 22-04-1992

29-04-1992 to 15-07-1998

22-07-1998 to 11-07-2007

18-07-2007 to 28-11-2012

-

-

-

Russian financial crisis

Global financial crisis

FTSE_100

3

04-01-1984 to 08-07-1998

15-07-1998 to 16-03-2003

23-03-2003 to 17-10-2007

24-10-2007 to 28-11-2012

-

-

-

Global financial crisis

Nikkei_225

0

-

No break detected

CAC_40

4

06-01-1988 to 05-08-1998

12-08-1998 to 10-07-2002

17-07-2002 to 19-03-2003

16-03-2003 to 09-01-2008

16-01-2008 to 28-11-2012

-

Russian financial crisis

-

-

Global financial crisis