Internal and external spillover effects for the BRIC countries: Multivariate GARCH-in-mean approach

Author:

Gilenko EvgeniiORCID,Fedorova Elena

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference31 articles.

1. Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis;Beirne;Emerg. Mark. Rev.,2010

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

3. Volatility and shocks spillover before and after EMU in European stock markets;Billio;J. Multi. Fin. Manage.,2003

4. Asian flu or wall street virus?. Tech and nontech spillovers in the United States and Asia;Chan-Lau;J. Multi. Fin. Manage.,2003

5. Stock market linkages: evidence from Latin America;Chen;J. Bank. Finance,2002

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