Article ID Journal Published Year Pages File Type
5087528 Journal of Asian Economics 2012 9 Pages PDF
Abstract
► We study stock price linkages in the mean and variance between the BRICs and the United States. ► We focus on the impact of the US financial crisis of September 2008. ► International stock price transmissions between the regions weakened with the crisis.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008-09 financial crisis
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