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Hasil Pencarian

Ditemukan 1 dokumen yang sesuai dengan query
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Puah, Chin-Hong
Revisiting stock market integration pre-post subprime mortgage crisis: insight from bric countries / Chin-Hong Puah, Rayenda Khresna Brahmana, Kai-Hung Wong
" This study revisits the long-run relationships and short-run dynamic causal linkages among BRIC stock market, with the particular attention to the 2008 subprime mortgage crisis. Extending related empirical studies, comparative analyses of pre-crisis, and post-crisis periods were conducted to comprehensively evaluate how stock market integration was affected by financial crises. In general, after employing cointegration test and VAR test, the results reveal the increase of stock market integration in BRICs after the subprime crisis. The ... "
2015
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Artikel Jurnal  Universitas Indonesia Library