Analysis of the Relationship between the Stock Markets of China and other BRICS Countries, the United States and Australia

by Kejia Yan | Paths Publishing Group | eText ISBN 9781844645350
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 is motivated by the global integration of capital markets and the resultant...

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About this book

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 is motivated by the global integration of capital markets and the resultant decline in the potential benefits of diversification. This book fills the gap in the research regarding this issue.

Book details

  • Author: Kejia Yan
  • Publisher: Paths Publishing Group
  • eText ISBN: 9781844645350
  • Print ISBN: 9781844645350
  • Format: Fixed Layout
  • Language: en