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International linkage of the Russian market and the Russian financial crisis : a multivariate GARCH analysis

Saleem, Kashif - In: Research in international business and finance 23 (2009) 3, pp. 243-256

Persistent link: https://www.econbiz.de/10003876723

International linkage of the Russian market and the Russian financial crisis: a multivariate GARCH analysis

Saleem, Kashif (contributor) - 2008

Persistent link: https://www.econbiz.de/10003723730

Transmission of the subprime crisis : evidence from industrial and financial sectors of BRIC countries

Nikkinen, Jussi; Saleem, Kashif; Martikainen, Minna - In: The journal of applied business research 29 (2013) 5, pp. 1469-1478

Persistent link: https://www.econbiz.de/10010198119

International Linkage of the Russian Market and the Russian Financial Crisis : A Multivariate GARCH Analysis

Saleem, Kashif - 2008

This study considers the linkage of the Russian equity market to the world market, examining the international transmission of the Russia's 1998 financial crisis utilizing the GARCH-BEKK model proposed by Engle and Kroner (1995). We find evidence of direct linkage between the Russian equity...

Persistent link: https://www.econbiz.de/10014217287

Prognozirovanie finansovych krizisov : metody, modeli, indikatory

Lukasevič, Igor' Jaroslavovič; Fedorova, Elena - Finansovyj Universitet - 2015

Persistent link: https://www.econbiz.de/10011485371