Measuring contagion during COVID-19 through volatility spillovers of BRIC countries using diagonal BEKK approach
Kunjana Malik, Sakshi Sharma and Manmeet Kaur
| Year of publication: |
2022
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|---|---|
| Authors: | Malik, Kunjana ; Sharma, Sakshi ; Kaur, Manmeet |
| Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 49.2022, 2, p. 227-242
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| Subject: | Correlation | Spillover | Transmission | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Coronavirus | BRICS-Staaten | BRICS countries | ARCH-Modell | ARCH model | Korrelation | Schock | Shock | Ansteckungseffekt | Contagion effect | Schwellenländer | Emerging economies |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-05-2020-0246 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013173396