Integration of Russia into theWorld Economy and Globalization of StockMarkets

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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Bibliographic Details
Main Authors: A. K. Ivanov-Schitz, S. K. Aityan
Format: article
Language:EN
RU
Published: MGIMO University Press 2009
Subjects:
Online Access:https://doaj.org/article/cc251ee22f2d41cf82dcb1baf0ced3f1
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