A 10-year retrospective on the determinants of Russian stock returns
No abstract is available for this item.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Jushan Bai & Pierre Perron, 1998.
"Estimating and Testing Linear Models with Multiple Structural Changes,"
Econometric Society, vol. 66(1), pages 47-78, January.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ratna Sahay & Gaston Gelos, 2000.
"Financial Market Spillovers in Transition Economies,"
IMF Working Papers
00/71, International Monetary Fund.
- R. Gaston Gelos & Ratna Sahay, 2001. "Financial market spillovers in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 9(1), pages 53-86, March.
- David E. Rapach & Mark E. Wohar, 2006. "Structural Breaks and Predictive Regression Models of Aggregate U.S. Stock Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(2), pages 238-274.
- Bernd Hayo & Ali M. Kutan, 2005.
"The impact of news, oil prices, and global market developments on Russian financial markets,"
The Economics of Transition,
The European Bank for Reconstruction and Development, vol. 13(2), pages 373-393, 04.
- Bernd Hayo & Ali Kutan, 2004. "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," Finance 0403002, EconWPA.
- repec:att:wimass:9105 is not listed on IDEAS
- Mishkin, Frederic S., 1990.
"Does correcting for heteroscedasticity help?,"
Elsevier, vol. 34(4), pages 351-356, December.
- Stanislav Anatolyev & Dmitry Shakin, 2007.
"Trade intensity in the Russian stock market: dynamics, distribution and determinants,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 17(2), pages 87-104.
- Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, Center for Economic and Financial Research (CEFIR).
- LeBaron, Blake, 1992.
"Forecast Improvements Using a Volatility Index,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 7(S), pages S137-49, Suppl. De.
- Granville, Brigitte & Mallick, Sushanta, 2006. "Does inflation or currency depreciation drive monetary policy in Russia?," Research in International Business and Finance, Elsevier, vol. 20(2), pages 163-179, June.
- Vymyatnina, Yulia, 2006. "How much control does Bank of Russia have over money supply?," Research in International Business and Finance, Elsevier, vol. 20(2), pages 131-144, June.
- Zalewska-Mitura, Anna & Hall, Stephen G., 1999. "Examining the first stages of market performance: a test for evolving market efficiency," Economics Letters, Elsevier, vol. 64(1), pages 1-12, July.
- Vdovichenko, Anna G. & Voronina, Victoria G., 2006. "Monetary policy rules and their application in Russia," Research in International Business and Finance, Elsevier, vol. 20(2), pages 145-162, June.
- Rockinger, Michael & Urga, Giovanni, 2000. "The Evolution of Stock Markets in Transition Economies," Journal of Comparative Economics, Elsevier, vol. 28(3), pages 456-472, September.
- M. Lucey, Brian & Voronkova, Svitlana, 2005. "Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests," BOFIT Discussion Papers 12/2005, Bank of Finland, Institute for Economies in Transition.
When requesting a correction, please mention this item's handle: RePEc:eee:riibaf:v:22:y:2008:i:1:p:56-67. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.