Connectedness structure and volatility dynamics between BRICS markets and international volatility indices : an investigation
Halilibrahim Gökgöz, Salha Ben Salem, Azza Bejaoui, Ahmed Jeribi
| Year of publication: |
2025
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|---|---|
| Authors: | Gökgöz, Halilibrahim ; Salem, Salha Ben ; Bejaoui, Azza ; Jeribi, Ahmed |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 30.2025, 3, p. 2981-3002
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| Subject: | BRICS | joint connectedness | time-varying spillover effect | TVP-VAR | volatility indices | Volatilität | Volatility | BRICS-Staaten | BRICS countries | Spillover-Effekt | Spillover effect | Welt | World | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.3053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015482574