Do global factors impact BRICS stock markets? A quantile regression approach
Year of publication: |
2014
|
---|---|
Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Reboredo, Juan Carlos ; Nguyen, Duc Khuong |
Published in: |
Emerging Markets Review. - Elsevier, ISSN 1566-0141. - Vol. 19.2014, C, p. 1-17
|
Publisher: |
Elsevier |
Subject: | Asymmetric dependence | Global factors | BRICS | Global financial crisis | Quantile regression |
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