A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries
Year of publication: |
2013
|
---|---|
Authors: | Liu, Tengdong ; Hammoudeh, Shawkat ; Thompson, Mark A. |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 27.2013, C, p. 99-112
|
Publisher: |
Elsevier |
Subject: | Country risk ratings | Asymmetry | Multivariate MTAR model | Convergence |
-
A momentum threshold model of stock prices and country risk ratings : evidence from BRICS countries
Liu, Tengdong, (2013)
-
THE RELATIONSHIP BETWEEN US ANTI-DUMPING ENFORCEMENT AND EXCHANGE RATE MOVEMENTS REVISITED
LIN, CHIA-CHING, (2013)
-
Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar
Hui, Cho-hoi, (2007)
- More ...
-
A momentum threshold model of stock prices and country risk ratings : evidence from BRICS countries
Liu, Tengdong, (2013)
-
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat, (2011)
-
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat, (2011)
- More ...