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Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Mamman, Suleiman O.; Wang, Zhanqin; Iliyasu, Jamilu - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
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Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming; Huang, Xi; Ye, Fangyu; Li, Shuang - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
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How differently does oil price influence BRICS stock markets?
Bouoiyour, Jamal; Selmi, Refk - In: Journal of economic integration 31 (2016) 3, pp. 547-568
Persistent link: https://www.econbiz.de/10011535656
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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
Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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Geopolitical risks and stock market dynamics of the BRICS
Balcilar, Mehmet; Bonato, Matteo; Demirer, Rıza; … - In: Economic systems 42 (2018) 2, pp. 295-306
Persistent link: https://www.econbiz.de/10012125607
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Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets
Siddiqui, Ayesha; Shamim, Mohd - In: Global business & economics review 30 (2024) 1, pp. 107-127
Persistent link: https://www.econbiz.de/10014491085
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Oil shocks and stock market volatility of the BRICS : a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan - In: Global finance journal 48 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012886905
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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
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Spillovers of stock markets among the BRICS : new evidence in time and frequency domains before the outbreak of COVID-19 pandemic
Shi, Kai - In: Journal of risk and financial management : JRFM 14 (2021) 3/112, pp. 1-37
(BRICS) stock markets between 1 August 2002 and 31 December 2019 not only in time domain but also in frequency domain. A … separated into frequency-specific spillovers in five different frequency bands to reveal differentiated linkages among BRICS … volatility spillovers dominated by the low frequency band (above 1 quarter) part grew with the decline in frequencies; the …
Persistent link: https://www.econbiz.de/10012485149
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Investor's sentiments and stock market volatility : an empirical evidence from emerging stock market
Ur Rehman, Mobeen - In: Pakistan journal of commerce and social sciences 7 (2013) 1, pp. 80-90
proxies the data on which has been collected mainly from the Karachi stock exchange. Volatility of the stock market returns …
Persistent link: https://www.econbiz.de/10010260221