The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets

Gray, David and McManus, John (2014) The commodity exporting country: a spectral analysis of Brazilian and Australian equity markets. In: Computational Models of Complex Systems. Intelligent Systems Reference Library (53). Springer Science and Business Media Deutschland GmbH, pp. 25-43. ISBN 9783319012841, 9783319012858

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Item Type:Book Section
Item Status:Live Archive

Abstract

Although the equity markets of the developed and developing world have been plagued by the vagaries of financial flows and the threat of contagion since the collapse of Lehman Brothers, the commodity-based economies of Brazil and Australia exhibit limited evidence of this. Rather than disrupting relations, financial information appears to be absorbed by equity market in an efficient manner, reflecting time-zone delays. © Springer International Publishing Switzerland 2014.

Keywords:Equity markets, Contagion, Lehman Brothers, Commodity-based economies, Brazil, Australia, Brazilian economy, Australian economy
Subjects:G Mathematical and Computer Sciences > G400 Computer Science
L Social studies > L111 Financial Economics
Divisions:Lincoln International Business School
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ID Code:17419
Deposited On:08 May 2015 10:29

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