In: Arab Economic and Business Journal 11 (2016) 2, pp. 115-145
The US and BRIC economies are sharing increasing trade as well as financial linkages since the last decade. In this … and BRIC equity markets during different time frames, i.e., pre-crisis, crisis and post-crisis periods. The study employs … Johansen cointegration, VAR, VECM, Toda-Yamamoto's Granger causality, generalized impulse responses, and variance decomposition …