Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets

Author:

Ahmad Wasim,Mishra Anil V.,Daly Kevin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference62 articles.

1. On the dynamic dependence and investment performance of crude oil and clean energy stocks;Ahmad;Research in International Business and Finance,2017

2. Financial connectedness of BRICS and global sovereign bond markets;Ahmad;Emerging Markets Review,2018

3. Modelling the directional spillovers from DJIM index to conventional benchmarks: Different this time?;Ahmad;The Quarterly Review of Economics and Finance,2017

4. Regime shifts and volatility in BRIICKS stock markets: An asset allocation perspective;Ahmad;International Journal of Emerging Markets,2015

5. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?;Ahmad;Economic Modelling,2013

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