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Financial crises and the dynamics of the spillovers between the US and BRICS stock markets

McIver, Ron; Kang, Sang Hoon - In: Research in international business and finance 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012581346

Uncovering equity market contagion among BRICS countries : an application of the multivariate GARCH model

Bonga-Bonga, Lumengo - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 36-44

Persistent link: https://www.econbiz.de/10012034396

Co-movement and spillovers : empirical evidence from BRIC equity markets

Amanjot Singh; Manjit Singh - In: China economic journal : the official journal of the … 10 (2017) 3, pp. 341-361

Persistent link: https://www.econbiz.de/10011740836

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

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

Measuring contagion during COVID-19 through volatility spillovers of BRIC countries using diagonal BEKK approach

Malik, Kunjana; Sharma, Sakshi; Kaur, Manmeet - In: Journal of economic studies 49 (2022) 2, pp. 227-242

Persistent link: https://www.econbiz.de/10013173396

Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness

Syed Mabruk Billah; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Research in international business and finance 62 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10014247237

Oil price shocks and stock market performance in the BRICs : some evidence using FAVAR models

Naser, Hanan; Rashid, Abdul - In: Economic issues 23 (2018), pp. 85-108

Persistent link: https://www.econbiz.de/10011917764

Dynamic spillovers between natural gas and BRICS stock markets during health and political crises

Dhoha, Mellouli; Dammak, Wael; Alnafisah, Hind; Jeribi, … - In: Eurasian economic review : a journal in applied … 14 (2024) 2, pp. 453-485

Persistent link: https://www.econbiz.de/10015070182

A comparative analysis of the nature of stock return volatility in BRICS and G7 markets

Muguto, Lorraine; Muzindutsi, Paul-Francois - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-27

growing importance of emerging markets, the literature on the nature of volatility in global markets is typified by … volatility in developed G7 and emerging BRICS markets. Broad market index data and GARCH models over the period 2003 …:01–2020:08 were employed. The study found evidence of volatility persistence, asymmetry, mean reversion and weak evidence of a risk …

Persistent link: https://www.econbiz.de/10012872753