Integration of Russia into the World Economy and Globalization of Stock Markets
Correlations between Russian and some world leading stock market indices were analyzed to assess a degree of global integration of Russian economy. For this purpose, a new method of time-shift asymmetric correlation analysis was used. The method helps identify which stock market sets the pace and wh...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MGIMO University Press
2009-12-01
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| Series: | Vestnik MGIMO-Universiteta |
| Subjects: | |
| Online Access: | https://www.vestnik.mgimo.ru/jour/article/view/2789 |
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