Russian equity market linkages before and after the 1998 crisis : evidence from stochastic and regime-switching cointegration tests
Year of publication: |
2008
|
---|---|
Authors: | Lucey, Brian M. ; Voronkova, Svitlana |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 27.2008, 8, p. 1303-1324
|
Subject: | Aktienmarkt | Stock market | Kointegration | Cointegration | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Russland | Russia | Osteuropa | Eastern Europe |
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