Identifying cross-country co-movement between the US and the BRICS stock markets

Additional Metadata
Keywords	Brazil, Russia, India, China, South Africa, Co movement, Financial crisis, GARCH model, Dynamic conditional correlation
Thesis Advisor	Jiang, H., Kavadis, N.
Persistent URL	hdl.handle.net/2105/23048
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Gumbs, I.A.D. (2012). Identifying cross-country co-movement between the US and the BRICS stock markets. In Finance & Investments.http://hdl.handle.net/2105/23048

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