A momentum threshold model of stock prices and country risk ratings : evidence from BRICS countries
Year of publication: |
2013
|
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Authors: | Liu, Tengdong ; Hammoudeh, Shawkat ; Thompson, Mark A. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 27.2013, p. 99-112
|
Subject: | Country risk ratings | Asymmetry | Multivariate MTAR model | Convergence | Länderrisiko | Country risk | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Schätzung | Estimation | Welt | World |
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