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Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis
We examine the time-frequency spillovers, contagion, and pairwise interrelations between the BRIC index and its constituents, and between BRIC and G7 economies. The extent of interdependencies between market blocs and their constituents needs to be ascertained in the time-frequency domain for effici...
Autores principales: | , , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9328562/ https://www.ncbi.nlm.nih.gov/pubmed/35895731 http://dx.doi.org/10.1371/journal.pone.0271088 |