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Oil volatility and sovereign risk of BRICS

Bouri, Elie; Shahzad, Syed Jawad Hussain; Raza, Naveed; … - In: Energy economics 70 (2018), pp. 258-269

Persistent link: https://www.econbiz.de/10011942723

Conditional sovereign CDS in market basket risk scenario : a dynamic vine-copula analysis

Wang, Qunwei; Liu, Mengmeng; Xiao, Ling; Dai, Xingyu; … - In: International review of financial analysis 80 (2022), pp. 1-14

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Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets : fresh evidence from G7 and BRICS countries

He, Zhipeng; Zhang, Shuguang - In: Finance research letters 62 (2024) 2, pp. 1-10

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Stock market interactions between the BRICS and the United States : evidence from asymmetric granger causality tests in the frequency domain

Chang, Tsangyao; Ranjbar, Omid; Jooste, Charl - In: Iranian economic review : journal of University of Tehran 21 (2017) 2, pp. 297-320

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Is gold an effective hedge and/or safe haven instrument against stocks, rupee-dollar rate and crude : an empirical investigation from India

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Timescale-dependent stock market comovement : BRICs vs. developed markets

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Persistent link: https://www.econbiz.de/10011285085

Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation

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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach

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Brent Prices and its impact on financial markets of BRIC Nations

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Comovement across BRICS and the US stock markets : a multitime scale wavelet analysis

Batondo, Musumba; Uwilingiye, Josine - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-21

During the past two decades, financial markets across the globe have experienced sporadic waves of crashes. Such waves raise concerns about the vulnerability of global financial markets and the transmission mechanisms of shocks beyond borders. The current study examines the co-movement of stock...

Persistent link: https://www.econbiz.de/10013252768