Internal and external spillover effects for the BRIC countries: Multivariate GARCH-in-mean approach

Research in International Business and Finance

Volumn 31, Issue , 2014, Pages 32-45

  Gilenko, Evgenii ^a   Fedorova, Elena ^b  

^a ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

^b FINANCIAL UNIVERSITY UNDER THE GOVERNMENT OF THE RUSSIAN FEDERATION   (Russian Federation)

Author keywords

'Decoupling' phenomenon; BRIC; Market integration; Multivariate GARCH in mean; Spillover effects

Indexed keywords

EID: 84890918441     PISSN: 02755319     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ribaf.2013.11.002     Document Type: Article

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