Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19
Sakshi Sharma and Kunjana Malik
| Year of publication: |
2022
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|---|---|
| Authors: | Sharma, Sakshi ; Malik, Kunjana |
| Published in: |
The Indian economic journal. - Thousand Oaks, CA : Sage Publishing, ISSN 2631-617X, ZDB-ID 2127664-X. - Vol. 70.2022, 4, p. 559-576
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| Subject: | ARDL | Brent crude oil prices | COVID-19 | Granger causality | Stock returns | VIX | Ölpreis | Oil price | Coronavirus | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Welt | World | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Ölmarkt | Oil market | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/00194662221082188 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013475299