A comprehensive analysis of stock market relationships between China, BRICS countries, the US, and Australia.This book presents an integrating theoretical and empirical study of the co-movement and time-varying correlations between the stock markets of China and other BRICS countries, including Brazil, India, Russia and South Africa, the United States and Australia.
It employs advanced econometric techniques such as Granger causality, DCC-GARCH models, and copula models to estimate the relationships. This insightful analysis is for financial analysts, economists, investors, and researchers interested in international finance and emerging markets.
Discover:How the US subprime crisis impacted stock market correlations.Whether dynamic correlations estimated by DCC-GARCH models differ significantly from those estimated by copula models.Effective diversification strategies in emerging markets.Gain a deeper understanding of global stock market dynamics and improve your investment strategies.
| Format |
Inbunden |
| Språk |
Engelska |
| Utgivningsdatum |
2019-03-30 |
| ISBN |
9781844645343 |
