Asymmetric linkages between BRICS stock returns and country risk ratings : evidence from dynamic panel threshold models
Year of publication: |
February 2016
|
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Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Yoon, Seong-min ; Nguyen, Duc Khuong |
Published in: |
Review of international economics. - Oxford : Wiley-Blackwell, ISSN 0965-7576, ZDB-ID 1161757-3. - Vol. 24.2016, 1, p. 1-19
|
Subject: | Kapitalmarktrendite | Capital market returns | Länderrisiko | Country risk | Börsenkurs | Share price | Panel | Panel study | BRICS-Staaten | BRICS countries | 1995-2013 |
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