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...
Gardado en:
| Principais autores: | , , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2018-09-01
|
| Series: | Risks |
| Assuntos: | |
| Acceso en liña: | http://www.mdpi.com/2227-9091/6/3/94 |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|