Time-frequency domain analysis of investor fear and expectations in stock markets of BRIC economies

The purpose of this study is to provide insight into the lead-lag relationships between the BRIC stock index and its constituents. In addition, we assess the comovements between the US volatility index (VIX) as a measure of investor uncertainty and fear and stock returns of BRIC economies. Therefore...

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Detalles Bibliográficos
Autores principales: Owusu Junior, Peterson, Adam, Anokye M., Asafo-Adjei, Emmanuel, Boateng, Ebenezer, Hamidu, Zulaiha, Awotwe, Eric
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Review Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8564565/
https://www.ncbi.nlm.nih.gov/pubmed/34754971
http://dx.doi.org/10.1016/j.heliyon.2021.e08211

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8564565/
https://www.ncbi.nlm.nih.gov/pubmed/34754971
http://dx.doi.org/10.1016/j.heliyon.2021.e08211

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