Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Karan Rai and Bhavesh Garg
| Year of publication: |
2022
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|---|---|
| Authors: | Rai, Karan ; Garg, Bhavesh |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 8, p. 738-745
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| Subject: | COVID-19 | Exchange rates | stock market | volatility | Volatilität | Volatility | Wechselkurs | Exchange rate | Coronavirus | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1884835 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013171046