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 |
-
Sui, Lu, (2016)
-
Volatility interdependency : a quantile regression analysis in Asian stock markets
Seth, Neha, (2020)
-
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid, (2016)
- More ...
-
Hammoudeh, Shawkat, (2014)
-
Do global factors impact BRICS stock markets? A quantile regression approach
Mensi, Walid, (2014)
-
Do global factors impact BRICS stock markets? A quantile regression approach
Mensi, Walid, (2014)
- More ...