Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network
Year of publication: |
2023
|
---|---|
Authors: | Khalfaoui, Rabeh ; Hammoudeh, Shawkat ; Rehman, Mohd Ziaur |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 54.2023, p. 1-41
|
Subject: | Spillover | Cryptos | Uncertainty | Network analysis | Sensitivity | BRICS | Spillover-Effekt | Spillover effect | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | Risiko | Risk | VAR-Modell | VAR model | Börsenkurs | Share price |
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