Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets
Larisa Yarovaya, Marco Chi Keung Lau
| Year of publication: |
May 2016
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|---|---|
| Authors: | Yarovaya, Larisa ; Lau, Chi Keung |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 37.2016, p. 605-619
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| Subject: | International portfolio diversification | Cointegration analysis with breaks | BRICS | MIST | Asymmetric response | Finanzkrise | Financial crisis | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Kointegration | Cointegration | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.01.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595413