Revisiting Stock Market Integration Pre-Post Subprime Mortgage Crisis: Insight From BRIC Countries
This study revisits the long-run relationships and short-run dynamic causal linkages among BRIC stock market, with the particular attention to the 2008 subprime mortgage crisis. Extending related empirical studies, comparative analyses of pre-crisis, and post-crisis periods were conducted to compreh...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Indonesia
2015-07-01
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| Series: | Economics and Finance in Indonesia |
| Subjects: | |
| Online Access: | http://efi.ui.ac.id/index.php/efi/article/view/507 |