Symmetric and asymmetric volatility spillover among BRICS countries' stock markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s40622-023-00368-7.pdf
Reference107 articles.
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2. Aboura S, Chevallier J (2014) Cross-Market Spillovers with ‘Volatility Surprise.’ SSRN Electronic Journal. https://doi.org/10.2139/SSRN.2472443
3. Ahmad W, Sehgal S, Bhanumurthy NR (2013) Eurozone crisis and BRIICKS stock markets: contagion or market interdependence? Econ Model. https://doi.org/10.1016/j.econmod.2013.04.009
4. Aggarwal R (1981) Exchange rates and stock prices: a study of the U.S. capital markets under floating exchange rates. Akron Bus Econ Rev 12:7–12
5. Aghabozorgi S, Teh YW (2014) Stock market co-movement assessment using a three-phase clustering method. Exp Syst Withz Appl 41(4):1301–1314
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