Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets

Author:

Yarovaya Larisa,Lau Marco Chi Keung

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference48 articles.

1. Eurozone crisis and BRIICKS stock markets: contagion or market interdependence?;Ahmad;Econ. Model.,2013

2. Latin American stock markets’volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework;Aloui;Macroecon. Finance Emerg. Market Econ.,2011

3. Global financial crisis, extreme interdependences, and contagion effects: the role of economic structure?;Aloui;J. Bank. Finance,2011

4. Equity market integration between the US and BRIC Countries: evidence from unit root and cointegration test;An;Res. J. Int. Stud.,2010

5. Contagion, decoupling and the spillover effects of the US financial crisis: evidence from the BRIC markets;Bekiros;Int. Rev. Finan. Anal.,2014

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