Symmetric and asymmetric volatility spillover among BRICS countries' stock markets-Reference-Cited by-同舟云学术

Symmetric and asymmetric volatility spillover among BRICS countries' stock markets

Published:2023-12 Issue:4 Volume:50 Page:473-488
ISSN:0304-0941
Container-title:DECISION
language:en
Short-container-title:Decision

Author:

Joo Bashir Ahmad,Ghulam Younis Ahmed^ORCID,Mir Simtiha Ishaq

Publisher

Springer Science and Business Media LLC

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

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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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