Batondo, Musumba; Uwilingiye, Josine - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-21
. The current study examines the co-movement of stock markets in BRICS (Brazil, Russia, India, China and South Africa …) countries and the United States of America (US). It unfolds their exposure to contagion effects during the major financial … these data to determine the multihorizon nature of comovement (pure contagion or interdependence) and the dynamics of market …
