The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets
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- Hayo, Bernd & Kutan, Ali M., 2002. "The impact of news, oil prices, and international spillovers on Russian financial markets," ZEI Working Papers B 20-2002, University of Bonn, ZEI - Center for European Integration Studies.
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Keywordsfinancial market behavior; financial market integration; stock market returns; bonds market returns; news; emerging markets; transition economies;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-09-21 (All new papers)
- NEP-ENE-2002-09-21 (Energy Economics)
- NEP-FMK-2002-09-21 (Financial Markets)
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