Spillovers of stock markets among the BRICS : new evidence in time and frequency domains before the outbreak of COVID-19 pandemic
Year of publication: |
2021
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Authors: | Shi, Kai |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 3/112, p. 1-37
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Subject: | frequency domain | return spillovers | stock market linkage | the BRICS | volatility spillovers | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | BRICS-Staaten | BRICS countries | Volatilität | Volatility | Coronavirus | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14030112 [DOI] hdl:10419/239528 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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