Korhonen, Iikka; Peresetsky, Anatoly - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2013
We empirically test the dependence of the Russian stock market on the world stock market and world oil prices in the period 1997:10–2012:02. We also consider three Eastern European stock markets (Poland, the Czech Republic, and Hungary), as well as two markets outside Europe (Turkey and South...