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Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries

This paper investigated exchange rate and stock price volatility connectedness and spillover in Brazil, Russia, India, China, and South Africa (BRICS) during pandemic-induced crises. We first extracted volatility using the Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) model. The...

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Detalles Bibliográficos
Autores principales:	Hussain, Muntazir, Bashir, Usman, Rehman, Ramiz Ur
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Japan 2023
Materias:	Original Research
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10233543/ http://dx.doi.org/10.1007/s10690-023-09411-0

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