Do global factors impact BRICS stock markets? A quantile regression approach

Emerging Markets Review

Volumn 19, Issue , 2014, Pages 1-17

  Mensi, Walid ^a   Hammoudeh, Shawkat ^b,d   Reboredo, Juan Carlos ^c   Nguyen, Duc Khuong ^d  

^a UNIVERSITY OF TUNIS EL MANAR   (Tunisia)

^b DREXEL UNIVERSITY   (United States)

^c UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

^d IPAG Lab IPAG Business School ^*  (France)

Author keywords

Asymmetric dependence; BRICS; Global factors; Global financial crisis; Quantile regression

Indexed keywords

EID: 84899742919     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2014.04.002     Document Type: Article

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