BRIC and the U.S. financial crisis: An empirical investigation of stock and bond markets

Emerging Markets Review

Volumn 14, Issue 1, 2013, Pages 76-109

  Bianconi, Marcelo ^a   Yoshino, Joe A ^b   Machado de Sousa, Mariana O ^b  

^a TUFTS UNIVERSITY   (United States)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

BRIC; Conditional volatility; Dynamic conditional correlation; Financial crisis; Stock bond returns

Indexed keywords

EID: 84871761420     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2012.11.002     Document Type: Article

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