Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Year of publication: |
November 2016
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Authors: | Hammoudeh, Shawkat ; Kang, Sang Hoon ; Mensi, Walid ; Nguyen, Duc Khuong |
Published in: |
The world economy : the leading journal on international economic relations. - Oxford : Wiley-Blackwell, ISSN 0378-5920, ZDB-ID 132896-7. - Vol. 39.2016, 11, p. 1703-1727
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Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Hedging | BRICS-Staaten | BRICS countries | USA | United States | Europa | Europe |
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