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date (oldest first)
1
From pandemic to war : dynamics of
volatility
spillover between BRICS exchange and stock markets
Kumar, Mohit
- In:
Journal of economic studies
51
(
2024
)
3
,
pp. 528-545
Persistent link: https://www.econbiz.de/10015047978
Saved in:
2
Time-frequency analysis of risk spillovers from
oil
to BRICS stock markets : a long-memory Copula-CoVaR-MODWT method
Jiang, Yonghong
;
Mu, Jinqi
;
Nie, He
;
Wu, Lanxin
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3386-3404
Persistent link: https://www.econbiz.de/10013329872
Saved in:
3
Does the asymmetric dependence
volatility
affect risk spillovers between the crude
oil
market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
4
Investigating the risk spillover from crude
oil
market to BRICS stock markets based on Copula-POT-CoVaR models
Liu, Ke
;
Changqing, Luo
;
Li, Zhao
- In:
Quantitative finance and economics
3
(
2019
)
4
,
pp. 754-771
Persistent link: https://www.econbiz.de/10012176689
Saved in:
5
Better to give than to receive : a study of BRICS countries stock markets
Panda, Pradiptarathi
;
Ahmad, Wasim
;
Thiripalraju, M.
- In:
Journal of emerging market finance
22
(
2023
)
2
,
pp. 164-188
Persistent link: https://www.econbiz.de/10014292129
Saved in:
6
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
7
Extreme dependence and risk spillovers between
oil
and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
8
Modeling systemic risk and dependence structure between
oil
and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
9
The hedge asset for BRICS stock markets : bitcoin, gold or VIX
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ur Rehman, Mobeen
- In:
The world economy : the leading journal on …
45
(
2022
)
1
,
pp. 292-316
Persistent link: https://www.econbiz.de/10012818937
Saved in:
10
Stock market
volatility
spillovers in G7 and BRIC
Zhang, Ping
;
Sha, Yezhou
;
Xu, Yifan
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
7
,
pp. 2107-2119
Persistent link: https://www.econbiz.de/10012549873
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