How can I copy all selected Keyframes? I tried to select a few keyframes and copy them at a later position in the dope sheet, but only a single finger was copied. Probably all keyframed items must be selected before copy and paste, how can this be achieved? 



The image shows what happens when the keyframes to left of the current frames have been box-selected and pasted after the current frame.
Instead of copy and paste, have you tried duplicate shiftD and drag, (or type in the number of frames) to the required position?

You will find that copy is applied to the selected object/s (or in pose mode the selected bones) As shown in your example Finger-2_L is selected, the highlighting across the whole line indicates this, and therefore that bone has the only copied keyframes.

Duplicate however will duplicate all selected keyframes (all the diamonds highlighted in yellow) which is the action you want in this case.