Stock market comovements around the Global Financial Crisis : Evidence from the UK, BRICS and MIST markets

Keyphrases

• Global Financial Crisis 100%
• BRICS Countries 100%
• Stock Market Co-movement 100%
• Chinese Stock Market 50%
• Stock Market 50%
• Negative Shocks 50%
• Diversification Benefits 50%
• Asymmetric Causality Test 50%
• International Portfolio Diversification 50%
• Asymmetric Model 50%
• Regime Switching 50%
• Decoupling Hypothesis 50%
• Portfolio Diversification Benefit 50%
• Conditional Correlation 50%
• Cointegration Model 50%
• Investor Holdings 50%
• High-order Dependency 50%

Economics, Econometrics and Finance

• Financial Crisis 100%
• Investors 100%
• Emerging Economies 50%
• Portfolio Diversification 50%