Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis-Reference-Cited by-同舟云学术

Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis

Published:2015-05 Issue: Volume:39 Page:7-18
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Syriopoulos Theodore^ORCID,Makram Beljid,Boubaker Adel

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference75 articles.

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4. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness;Arouri;Energy Economics,2012

5. Predicting BRICS stock returns using ARFIMA models;Aye;Applied Financial Economics,2014

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