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Better to give than to receive : a study of BRICS countries stock markets
Panda, Pradiptarathi; Ahmad, Wasim; Thiripalraju, M. - In: Journal of emerging market finance 22 (2023) 2, pp. 164-188
Persistent link: https://www.econbiz.de/10014292129
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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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Energy contagion in the COVID-19 crisis
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2020
We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the … correlations between oil and stock markets returns during turbulent phases in the oil market, for all countries in our sample. Our …
Persistent link: https://www.econbiz.de/10012226706
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Energy contagion in the COVID-19 crisis
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2020
Persistent link: https://www.econbiz.de/10012317566
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A wavelet perspective of crisis contagion between advanced economies and the BRIC markets
Gurdgiev, Constantin; O'Riordan, Conor - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-29
and volatility. In addition to covering the periods of the dot.com crash, the 11 September 2001 events, the pre-2007 … financialization bubble period and the resulting Global Financial Crisis, we study volatility spillovers arising from the BRIC, U …
Persistent link: https://www.econbiz.de/10012794261
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Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron; Kang, Sang Hoon - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
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Uncovering equity market contagion among BRICS countries : an application of the multivariate GARCH model
Bonga-Bonga, Lumengo - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 36-44
Persistent link: https://www.econbiz.de/10012034396
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Financial Contagion in the BRICS Stock Markets : An Empirical Analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis
Pereira, Dirceu - 2018
This research analyzes and extend the study of contagion for BRICS Emerging Stock Markets in the context of the last two international financial crises: the Lehman Brothers Bankruptcy Crisis and the European Sovereign Debt Crisis. We investigate changes in the relationship and the co-movements...
Persistent link: https://www.econbiz.de/10012931029
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Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness
Syed Mabruk Billah; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Research in international business and finance 62 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10014247237
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Spillover effects between exchange rates and stock prices : evidence from BRICS around the recent global financial crisis
Sui, Lu; Sun, Lijuan - In: Research in international business and finance 36 (2016), pp. 459-471
Persistent link: https://www.econbiz.de/10011594540