Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis

This research analyzes and extends the study of contagion for BRICS emerging stock markets in the context of the last two international financial crises: the Lehman Brothers Bankruptcy Crisis and the European Sovereign Debt Crisis. We investigate changes in the relationship and the co-movements betw...

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Bibliographic Details
Main Author: Pereira, Dirceu (author)
Format: article
Language:eng
Published: 2018
Subjects:
Financial Contagion
Financial Crises
VAR Models
BRICS Stock Markets
Cointegration
Causality
Online Access:http://hdl.handle.net/1822/54991
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/54991

Internet

http://hdl.handle.net/1822/54991

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