Spillover effect of US dollar on the stock indices of BRICS

Author:

Naresh G.,Vasudevan Gopala,Mahalakshmi S.,Thiyagarajan S.

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference34 articles.

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2. Exchange rates and stock prices: a study of US capital market under floating exchange rates;Aggarwal;Akron Bus. Econ. Rev.,1981

3. A 10-year retrospective on the determinants of Russian stock returns;Anatolyev;Res. Int. Bus. Finance,2008

4. Do exchange rate changes have symmetric or asymmetric effects on stock prices?;Bahmani-Oskooee;Global Finance J.,2016

5. Return, volatility spillovers and dynamic correlation in the BRIC equity markets: an analysis using a bivariate EGARCH framework;Bhar;Global Finance J.,2009

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