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Impact of COVID on the stock market : a study of BRIC countries

Kharbanda, Varuna; Jain, Rachna - In: International Journal of Financial Markets and … 8 (2021) 2, pp. 169-184

Persistent link: https://www.econbiz.de/10012598661

Crisis contagion from advanced economies into BRIC : not as simple as in the old days

Gurdgiev, Constantin; Trueick, Barry - In: Lessons from the Great Recession : at the crossroads of …, (pp. 1-20). 2016

Persistent link: https://www.econbiz.de/10012225041

Financial Contagion in the BRICS Stock Markets : An Empirical Analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis

Pereira, Dirceu - 2018

This research analyzes and extend the study of contagion for BRICS Emerging Stock Markets in the context of the last two international ﬁnancial crises: the Lehman Brothers Bankruptcy Crisis and the European Sovereign Debt Crisis. We investigate changes in the relationship and the co-movements...

Persistent link: https://www.econbiz.de/10012931029

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network

Khalfaoui, Rabeh; Hammoudeh, Shawkat; Rehman, Mohd Ziaur - In: Emerging markets review 54 (2023), pp. 1-41

Persistent link: https://www.econbiz.de/10014337165

Analyzing spillover effects among BRICS stock markets : application of COPULA and DCC-MGARCH model

Tripathy, Nalini Prava; Panda, Pradiptarathi - In: Review of Pacific Basin financial markets and policies … 26 (2023) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10014490381

Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study

Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36

Persistent link: https://www.econbiz.de/10012698109

Volatility dynamics and volatility forecasts of equity returns in BRIC countries

Romero, Alfredo A.; Kasibhatla, Krishna Moorti - In: The journal of business and economic studies 19 (2013) 1, pp. 52-70

Persistent link: https://www.econbiz.de/10009776446

Modeling time-varying correlations in volatility between BRICS and commodity markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723

Persistent link: https://www.econbiz.de/10011594437

Do BRIC countries stock market volatility move together? : an empricial analysis of using multivariate GARCH models

Tripathy, Nalini Prava - In: International journal of business and emerging markets … 9 (2017) 2, pp. 104-123

Persistent link: https://www.econbiz.de/10011776067