Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness
Year of publication: |
2022
|
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Authors: | Syed Mabruk Billah ; Sitara Karim ; Naeem, Muhammad Abubakr ; Vigne, Samuel A. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 62.2022, p. 1-24
|
Subject: | COVID-19 | BRIC countries | Energy commodities | Global financial crisis | Quantile connectedness | BRICS-Staaten | BRICS countries | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Coronavirus | Welt | World | Schwellenländer | Emerging economies | Kapitalmarktrendite | Capital market returns | Brasilien | Brazil | Energiemarkt | Energy market |
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