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- W1981553923 abstract "Purpose – In September‐October 2008 the Russian stock markets came under severe strain amidst the global financial crisis. During this time the Russian government intervened several times to halt the trade to impede the continuous slide. The government justified its actions owing to the argument that the crisis was due to a trickledown effect from the financial crisis in the USA and the other developed markets. The purpose of this paper is to put to test the government's claim by exploring the level of integration between Russia and the USA and European equity markets.Design/methodology/approach – The study employs Markov Regime Switching Model for tracking structural breaks in the time series. This method divides the data into three periods, i.e. pre crisis, during crisis and post crisis. Next the Multivariate GARCH‐DCC model technique is used to establish the time varying linkages in order to verify the contagion effect. In the final step the Markowitz mean‐variance framework is used to position each in..." @default.
- W1981553923 created "2016-06-24" @default.
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- W1981553923 date "2012-11-02" @default.
- W1981553923 modified "2023-09-26" @default.
- W1981553923 title "Government intervention in Russian bourse: a case of financial contagion" @default.
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- W1981553923 doi "https://doi.org/10.1108/17576381211279299" @default.
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