Russian stock market in the aftermath of the Ukrainian crisis
This paper studies the dynamic relationship between returns in the Russian stock market and global equity markets in the aftermath of the 2014 Ukrainian crisis. We apply dynamic goodness-of-fit and bootstrapped regression approaches to study the behavior of global equity indices. Our results reveal...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Voprosy Ekonomiki
2016-03-01
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| Series: | Russian Journal of Economics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405473916300022 |