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From pandemic to war : dynamics of volatility spillover between BRICS exchange and stock markets
Kumar, Mohit - In: Journal of economic studies 51 (2024) 3, pp. 528-545
Persistent link: https://www.econbiz.de/10015047978
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Time-frequency analysis of risk spillovers from oil to BRICS stock markets : a long-memory Copula-CoVaR-MODWT method
Jiang, Yonghong; Mu, Jinqi; Nie, He; Wu, Lanxin - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3386-3404
Persistent link: https://www.econbiz.de/10013329872
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Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang; Ye, Wuyi - In: Economic modelling 117 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
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Investigating the risk spillover from crude oil market to BRICS stock markets based on Copula-POT-CoVaR models
Liu, Ke; Changqing, Luo; Li, Zhao - In: Quantitative finance and economics 3 (2019) 4, pp. 754-771
Persistent link: https://www.econbiz.de/10012176689
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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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Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 41 (2017), pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Emerging markets review 34 (2018), pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
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Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
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The hedge asset for BRICS stock markets : bitcoin, gold or VIX
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: The world economy : the leading journal on … 45 (2022) 1, pp. 292-316
Persistent link: https://www.econbiz.de/10012818937
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Stock market volatility spillovers in G7 and BRIC
Zhang, Ping; Sha, Yezhou; Xu, Yifan - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2107-2119
Persistent link: https://www.econbiz.de/10012549873