Peresetsky, A. A. - Volkswirtschaftliche Fakultät, … - 2011
In this paper we empirically test the dependence of the Russian stock market on the world stock market, world oil … 2006, the Japan stock index is significant over the whole period, since it is the nearest market index in terms of closing … term impact, since there are many other shocks, the structural instability of the Russian financial market is confirmed. …