Exchange rate and stock prices volatility connectedness and spillover during pandemic induced-crises : evidence from BRICS countries
Muntazir Hussain, Usman Bashir, Ramiz Ur Rehman
| Year of publication: |
2024
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|---|---|
| Authors: | Hussain, Muntazir ; Bashir, Usman ; Rehman, Ramiz Ur |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 31.2024, 1, p. 183-203
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| Subject: | Exchange rate | Pandemic | Stock prices | Volatility connectedness | Volatility spillover | Volatilität | Volatility | Wechselkurs | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Coronavirus | BRICS-Staaten | BRICS countries | Epidemie | Epidemic | Welt | World | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-023-09411-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014496582