Research Catalog

Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests / Brian M. Lucey and Svitlana Voronkova.

Title
Russian equity market linkages before and after the 1998 crisis: evidence from time-varying and stochastic cointegration tests / Brian M. Lucey and Svitlana Voronkova.
Author
Lucey, Brian M.
Publication
Helsinki : BOFIT, 2005.
Supplementary Content
222109231710003941

Holdings

Details

Additional Authors
  • Suomen Pankki. Siirtymätalouksien tutkimuslaitos.
  • Voronkova, Svitlana.
Description
39 p.; 30 cm.
Series Statement
BOFIT discussion papers, 1456-4564 ; 12/2005
Uniform Title
BOFIT discussion papers ; 2005, no. 12.
Subject
  • Cointegration
  • Stock exchanges > Russia
Note
  • "Bank of Finland. BOFIT-Institute for Economies in Transition"--Cover.
Bibliography (note)
  • Includes bibliographical references (p. 27-29).
Language (note)
  • Abstract in English and Finnish.
Processing Action (note)
  • committed to retain
ISBN
  • 9524627914 (online)
  • 9524627906
  • 9789524627900