The authors would like thankfully acknowledge helpful comments and suggestions by Andre Jungmittag from Wuppertal and constructive criticism by Alexandr Sonin from Moscow.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Achsani, N. A. and Strohe, H. G. (2004): Dynamic Causal Links Between the Russian Stock Exchange and Selected International Stock Markets. In Gavrilenkov, Welfens, Wiegert (eds.): Economic Opening Up and Growth in Russia. Springer Berlin, Heidelberg, 91–120.
Eun, S.C. and Shim, S. (1989). International Transmission of Stock Market Movements. J. of Financial and Quantitative Analysis, 24, 241–256.
Granger, CWJ and Hatanaka, M. (1964): Spectral Analysis of Economic Time Series. Princeton.
Gjerde, O. and Saettem, F. (1999). Causal relations among stock markets returns and macroeconomic variables in small, open economy. J. of International Financial Markets, Institutions and Money 9, 61–74.
Hamilton, J.D (1994): Time Series Analysis. Princeton University Press.
Hodrick, R.J. and Prescott, E.C. (1997): Post-war U.S Business Cycles: an Empirical Investigation. In: Journal of Money, Credit and Banking, 29, 1–16.
International Monetary Fond (2004): IMF’s International Financial Statistics site, http://imfStatistics.org
Pesaran, M. H. and Pesaran, B. (1997): Working with Microfit 4.0: Interactive Econometric Analysis. Oxford University Press.
Strohe, H.G./ Faber, C. (2000): Official Statistics in Russia and the Measurement of the Crisis. In: Welfens, P.J.J. / Gavrilenkov, E. (Eds.): Restructuring, Stabilizing and Modernizing the New Russia: Economic and Institutional Issues Springer, Berlin, Heidelberg, 471–475.
Schumpeter (1927): The Explanation of the Business Cycles, in: Economica, Vol. VII, pp 286–311.
Tamla, K. (2003):Business Cycles in Transition Countries, Kroon & Economy No 2, 2003.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2006 Springer Berlin · Heidelberg
About this paper
Cite this paper
Stroke, H.G., Achsani, N.A. (2006). The Transmission of Economic Fluctuations Between Russia, Europe, Asia and North America. In: Broadman, H.G., Paas, T., Welfens, P.J. (eds) Economic Liberalization and Integration Policy. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-31183-1_5
Download citation
DOI: https://doi.org/10.1007/3-540-31183-1_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-24183-6
Online ISBN: 978-3-540-31183-6
eBook Packages: Business and EconomicsEconomics and Finance (R0)