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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...

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Detalles Bibliográficos
Autores principales: Agyei, Samuel Kwaku, Owusu Junior, Peterson, Bossman, Ahmed, Asafo-Adjei, Emmanuel, Asiamah, Oliver, Adam, Anokye Mohammed
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
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