Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Elie Bouri, Rangan Gupta, Seyedmehdi Hosseini, Chi Keung Marco Lau
| Year of publication: |
2018
|
|---|---|
| Authors: | Bouri, Elie ; Gupta, Rangan ; Hosseini, Seyedmehdi ; Lau, Chi Keung |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 34.2018, p. 124-142
|
| Subject: | Bayesian Graphical Structural VAR | BRICS | Implied volatility index | Strategic commodities | VIX | Volatility predictability | Volatilität | Volatility | VAR-Modell | VAR model | BRICS-Staaten | BRICS countries | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Aktienmarkt | Stock market | Schätzung | Estimation | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2017.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012114689