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Lehman Brothers 破产,全球金融危机引爆

2008-09-15 regulatory 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-0.61% +0.43% -21.12%
DIA Dow 30
-2.77% -1.07% -15.35%
EEM Emerging Markets
-6.30% +4.66% -23.82%
EWJ Japan
-4.47% +2.05% -16.19%
FXI China Large Cap
-11.37% +3.90% -26.38%
GLD Gold
+10.19% +11.80% -6.25%
IEF 7-10yr Treasuries
+0.61% -2.30% -3.25%
IWM Russell 2000
-1.75% +1.56% -25.32%
QQQ Nasdaq 100
-4.44% -2.86% -21.91%
SHY 1-3yr Treasuries
+0.30% -0.23% +0.83%
SLV Silver
+8.68% +19.54% -11.60%
SPY S&P 500
-2.90% -0.39% -19.35%
TLT 20+yr Treasuries
+0.48% -4.09% -3.76%
UNG Natural Gas
+6.62% +3.38% -18.24%
USO Crude Oil
+1.57% +11.22% -29.23%
UUP USD Index
-0.75% -1.78% +8.30%
VIXY VIX Futures
-1.70% -9.76% -20.56%
VTI Total US Market
-3.24% -0.60% -21.73%
XLB Materials
-0.79% -0.29% -29.37%
XLC Communication Services
+0.62% -0.74% -2.10%
XLE Energy
+2.04% +7.01% -20.64%
XLF Financials
-2.83% +7.15% -21.68%
XLI Industrials
-3.08% -3.42% -25.16%
XLK Technology
-3.77% -1.35% -18.80%
XLP Consumer Staples
-3.58% -5.16% -15.16%
XLRE Real Estate
+0.46% +2.62% +2.35%
XLU Utilities
-6.28% -3.01% -14.90%
XLV Healthcare
-1.75% -3.21% -15.24%
XLY Consumer Discretionary
-3.32% -5.31% -26.51%

Banking Crises — How Hard Financials, Bonds, and Gold React

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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