Поведение развивающихся фондовых рынков в условиях глобального финансового кризиса

Authors

  • Amanbay Pernebaevich Asylbekov Казахский экономический университет им. Т. Рыскулова , Kazakh Economic University named after T. Ryskulov Автор

Keywords:

developed markets, Frontier markets

Abstract

By the example of Kazakhstan stock market the article consider some of the issues of behavior emerging stock markets during the crisis. The author explores the relation of the developing world and the major world areas and offers a number of recommendations for private investors.

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References

WING-KEUNGWONG;JACKPENM; RICHARDDEANETERRELL; KAREN YANN CHING LIM. The Relationship Between Stock Markets Of Major Developed Countries And Asian Emerging Markets. JOURNAL OF APPLIED MATHEMATICS AND DECISION SCIENCES, 8(4), 201-218. Copyrightc 2004, Lawrence Erlbaum Associates, Inc.

www.msci.com

www.cfapubs.org/doi/pdf/10.2470/rf.v2011.n2.1

www.economist.com/node/15906206

www.kase.kz

Engle, Robert F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates of Variance of United Kingdom Infl ation // Econometrica. - 50:987-1008.

Engle R.F.; Ng, V.K. (1991). Measuring and testing the impact of news on volatility // Journal of Finance. - 48 (5): 1749-1778.

Bollerslev Tim (1986). Generalized Autoregressive Conditional Heteroskedasticity // Journal of Econometrics. - 31:307-327.

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Published

2013-12-15

Issue

No. 13 (2013)

Section

Articles

How to Cite

Asylbekov A.P. Поведение развивающихся фондовых рынков в условиях глобального финансового кризиса // Eurasian Integration. 2013. no. 13. P. 104–109.

Коды статьи

  • EDN RQQFCN
  • Тип статьи (РИНЦ) Научная статья (Научная статья)