Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach

This study examines the linkages between Brazil, Russia, India, and China (BRICS) stock market returns, country risk ratings, and international factors via Non-linear Auto Regressive Distributed Lags models (NARDL) that allow for testing the asymmetric effects of changes in country risk ratings on s...

ver descrição completa

Detalhes bibliográficos

Principais autores:	Adnen Ben Nasr, Juncal Cunado, Rıza Demirer, Rangan Gupta
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2018-09-01
Colecção:	Risks
Assuntos:	asymmetric responses NARDL models stock market returns country risk ratings
Acesso em linha:	http://www.mdpi.com/2227-9091/6/3/94
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!