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Do global factors impact BRICS stock markets? : a quantile regression approach
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17
Persistent link: https://www.econbiz.de/10010418057
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Systemic risk in financial institutions of BRICS : measurement and identification of firm-specific determinants
Zeb, Shumaila; Rashid, Abdul - In: Risk management : a journal of risk, crisis and disaster 21 (2019) 4, pp. 243-264
Persistent link: https://www.econbiz.de/10012125345
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Basel III and perceived resilience of banks in the BRICS economies
Hossain, Md. Zakir; Khan, Md. Atiqur Rahman; Sadique, … - In: Applied economics 50 (2018) 19, pp. 2133-2146
Persistent link: https://www.econbiz.de/10011850095
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Study of discrete choice models and fuzzy rule based systems in the prediction of economic crisis periods in USA
Giovanis, Eleftherios - In: Fuzzy economic review : the review of the International … 19 (2014) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10010514104
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Dynamic linkages of stock prices between the BRICs and the United States : effects of the 2008 - 09 financial crisis
Xu, Haifeng; Hamori, Shigeyuki - In: Journal of Asian economics 23 (2012) 4, pp. 344-352
Persistent link: https://www.econbiz.de/10009663311
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The influence of American subprime mortgage on BRICs : take ETFs for instance
Peng, Kai-chiung; Mao, Chang-chih; Yang, Chia-jung - In: The empirical economics letters : a monthly … 12 (2013) 11, pp. 1173-1180
Persistent link: https://www.econbiz.de/10010363730
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I. - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most … dimensions, the BRICS CDS prices tend to Granger cause those of the EU counterparts with the exception of Germany. Italy and … Spain exhibit the highest dependence on the BRICS, whereas only India has a negative balance of outgoing and incoming causal …
Persistent link: https://www.econbiz.de/10010247460
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I. - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most … test in the frequency domain are used in the research. Both tests reveal limited dependence of the BRICS CDS (especially …
Persistent link: https://www.econbiz.de/10010370922
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Measures of volatility, crises, sentiment and the role of U.S. "fear" index (VIX) on herding in BRICS (2007-2021)
Zhang, Hang; Giouvris, Evangelos - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-42
We look into determinants (volatility, crises, sentiment and the U.S. ‘fear’ index) of herding using BRICS as our …
Persistent link: https://www.econbiz.de/10013164975
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The relationship between earnings round up/down and global financial crisis : evidence from BRICS markets
Kumar, Surya Bhushan; Goyal, Vinay; Mitra, Subrata Kumar - In: Asia-Pacific journal of accounting & economics : … 28 (2021) 6, pp. 746-769
Persistent link: https://www.econbiz.de/10012649504