Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Year of publication: |
2023
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Authors: | Mamman, Suleiman O. ; Wang, Zhanqin ; Iliyasu, Jamilu |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-8
|
Subject: | BRICS | Economic policy uncertainty | Emerging market | Homogenous | Market integration | Panel GARCH | Stock market returns | ARCH-Modell | ARCH model | Börsenkurs | Share price | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | BRICS-Staaten | BRICS countries | Volatilität | Volatility | Panel | Panel study | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Marktintegration |
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