From pandemic to war : dynamics of volatility spillover between BRICS exchange and stock markets
Year of publication: |
2024
|
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Authors: | Kumar, Mohit |
Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 51.2024, 3, p. 528-545
|
Subject: | BRICS | Covid-19 | DCC-GARCH | Russia–Ukraine war | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Coronavirus | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Krieg | War | Börsenkurs | Share price | Schwellenländer | Emerging economies |
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