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Computational Models of Complex Systems pp 25–43Cite as

The Commodity Exporting Country A Spectral Analysis of Brazilian and Australian Equity Markets

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Part of the book series: Intelligent Systems Reference Library ((ISRL,volume 53))

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.

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Notes

  1. 1.

    So, for example, one would expect variance at periodicies of between 6–10 years would account for a high proportion of the variance in GDP growth.

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Author information

Authors and Affiliations

  1. Lincoln Business School, University of Lincoln, Brayfordpool Campus, Lincoln, LN6 7TS, UK

    David Gray

  2. Faculty Business, Education and Law, Staffordshire University, Brindley Building, Leek Road, Stoke-on-Trent, Staffordshire, ST4 2DF, UK

    John McManus

Authors
  1. David Gray
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  2. John McManus
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Correspondence to John McManus .

Editor information

Editors and Affiliations

  1. Department of Computer Science, Troy University, Troy, Alabama, USA

    Vijay Kumar Mago

  2. The IRMACS Centre, Simon Fraser University The MoCSSy Program, Burnaby, British Columbia, Canada

    Vahid Dabbaghian

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Gray, D., McManus, J. (2014). The Commodity Exporting Country A Spectral Analysis of Brazilian and Australian Equity Markets. In: Mago, V., Dabbaghian, V. (eds) Computational Models of Complex Systems. Intelligent Systems Reference Library, vol 53. Springer, Cham. https://doi.org/10.1007/978-3-319-01285-8_3

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  • DOI: https://doi.org/10.1007/978-3-319-01285-8_3

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-01284-1

  • Online ISBN: 978-3-319-01285-8

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