Behaviour of emerging stock markets in the global financial meltdown: Evidence from bric-a

dc.contributor.author	Aktan, B.
dc.contributor.author	Mandaci, P.E.
dc.contributor.author	Kopurlu, B.S.
dc.contributor.author	Ersener, B.
dc.date.accessioned	2021-01-25T19:36:34Z
dc.date.available	2021-01-25T19:36:34Z
dc.date.issued	2009
dc.identifier.issn	1993-8233
dc.identifier.uri	https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/8339
dc.description.abstract	This paper examines the emerging market indices of Brazil, Russia, India, China, and Argentina (BRICA) and investigates the linkages among the stock markets of the BRICA countries and their relations with the US market. We employ the vector auto regressio
dc.language.iso	English
dc.publisher	ACADEMIC JOURNALS
dc.title	Behaviour of emerging stock markets in the global financial meltdown: Evidence from bric-a
dc.type	Article
dc.relation.firstpage	396
dc.relation.lastpage	404
dc.relation.volume	3
dc.relation.issue	9
dc.description.woscategory	Business; Management
dc.description.wosresearcharea	Business & Economics
dc.identifier.wosid	WOS:000269889300003

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