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 |