Russian equity market linkages before and after the 1998 crisis
Subtitle: evidence from time-varying and stochastic cointegration tests / Brian M. Lucey and Svitlana Voronkova
Contributors: Voronkova, Svitlana; Suomen Pankki. Siirtymätalouksien tutkimuslaitos
Series: BOFIT discussion papers -- 12/2005; BOFIT discussion papers -- 2005, no. 12
Publisher: BOFIT
Published: 2005
Place of publication: Helsinki
Language: eng
Number of pages: 39
ISBN-13: 9789524627900
Subjects: Stock exchanges; Cointegration
Notes: "Bank of Finland. BOFIT-Institute for Economies in Transition"--Cover.

Includes bibliographical references (p. 27-29).

Abstract in English and Finnish.