Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Suleiman O. Mamman, Zhanqin Wang, Jamilu Iliyasu
| Year of publication: |
2023
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|---|---|
| Authors: | Mamman, Suleiman O. ; Wang, Zhanqin ; Iliyasu, Jamilu |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-8
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| Subject: | BRICS | Economic policy uncertainty | Emerging market | Homogenous | Market integration | Panel GARCH | Stock market returns | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Wirtschaftspolitik | Economic policy | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Volatilität | Volatility | Marktintegration | Panel | Panel study | Risiko | Risk | Schwellenländer | Emerging economies |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103877 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473256