Do global factors impact BRICS stock markets? : a quantile regression approach
| Year of publication: |
2014
|
|---|---|
| Authors: | Mensi, Walid ; Hammoudeh, Shawkat ; Reboredo, Juan Carlos ; Nguyen, Duc Khuong |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 19.2014, p. 1-17
|
| Subject: | Asymmetric dependence | Global factors | BRICS | Global financial crisis | Quantile regression | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Internationaler Finanzmarkt | International financial market | Welt | World | Globalisierung | Globalization | Volatilität | Volatility |
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