Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework

Author:

Bhar Ramaprasad,Nikolova Biljana

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

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4. The Russian default and the contagion to Brazil;Baig,2000

5. Dating the integration of world capital markets;Bekaert;Journal of Financial Economics,2002

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