Dynamic Linkages Between Kazakhstan and Its Major Trading PArtners' Stock Market

This paper examines the linkages among stock markets of six countries. Kazakhstan stock market was chosen as dependant variable. Other five stock markets represent trade partner countries’ markets, namely Russia, Ukraine, US, China, Turkey. Particular study implemented Johansen – Juselius (1990) tec...

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Bibliographic Details
Main Author: Zhulanov, Bekezhan
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2011
Online Access:https://eprints.nottingham.ac.uk/25489/