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Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies : evidence using quantile coherency and NGCoVaR approaches

Tiwari, Aviral Kumar; Trabelsi, Nader; Alqahtani, Faisal; … - In: Energy economics 81 (2019), pp. 1011-1028

Persistent link: https://www.econbiz.de/10012173042

What determines mergers and acquisitions in BRICS countries : liquidity, exchange rate or innovation?

Vissa, Siva Kameswari; Thenmozhi, M. - In: Research in international business and finance 61 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014240076

Exchange rate predictability with nine alternative models for BRICS countries

Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013328218

Geopolitical risks and historical exchange rate volatility of the BRICS

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: International review of economics & finance : IREF 77 (2022), pp. 179-190

Persistent link: https://www.econbiz.de/10013330761

The interdependence of foreign exchange vulnerability in emerging markets

Qureshi, Saba; Aftab, Muhammad; Hegerty, Scott W. - In: Asia-Pacific journal of business administration 15 (2023) 2, pp. 203-224

Persistent link: https://www.econbiz.de/10014313707

Following the leaders? : a study of co-movement and volatility spillover in BRICS currencies

Das, Suman; Roy, Saikat Sinha - In: Economic systems 47 (2023) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10014317437

Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS

Qabhobho, Thobekile - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 231-239

Persistent link: https://www.econbiz.de/10014321451

Oil prices, news-based uncertainty measures and exchange rate returns in BRICS countries

Adeosun, Opeoluwa Adeniyi; Tabash, Mosab I.; Xuan Vinh Vo - In: International journal of energy sector management 17 (2023) 6, pp. 1092-1118

Persistent link: https://www.econbiz.de/10014461548

Price efficiency of the foreign exchange rates of BRICS countries : a comparative analysis

Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Sheng, … - In: Latin American journal of central banking : LAJCB 4 (2023) 1, pp. 1-10

In this paper, we analyze BRICS countries' long-term exchange rate market efficiency. Our analysis, using multifractal … of BRICS countries, with South Africa the most efficient and China the least efficient. Based on daily exchange rates … improves, but not immediately. All the BRICS countries show improvements in market efficiency over the 13-year period of our …

Persistent link: https://www.econbiz.de/10014382790

Modeling exchange rate -interest rate differential nexus in BRICS : the role asymmetry and structural breaks

Sani, Zainab; Salisu, Afees A.; Onyia, Eucharia; Anih, … - In: Economics and Business Letters : EBL 9 (2020) 2, pp. 73-83

Persistent link: https://www.econbiz.de/10012216768