Hype vs Reality on US and BRICS stock markets going their separate ways: post-crisis evidence
This paper examines the long-term relationship between BRICS and US stock markets by employing the cointegration technique and Granger causality to investigate the cointegration and causality direction in the capital markets. The impulse response function it is also employed to evaluate the persiste...
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2018-06-01
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| Series: | Investment Management & Financial Innovations |
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| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10396/imfi_2018_02_Aktan.pdf |