2008•Journal of International Money and FinanceRequires access

Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests

Brian M. Lucey, Svitlana Voronkova

Open publisher page 86 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 86 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Cointegration, Economics, Equity (law), Econometrics, Structural break, Nonparametric statistics, Liberalization, Financial economics

Back to paper search Browse research topics Original source

Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests — Research Paper | ScholarLens