Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, Samuel A. Vigne
| Year of publication: |
2022
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|---|---|
| Authors: | Syed Mabruk Billah ; Karim, Sitara ; 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
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| 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 | Welt | World | Coronavirus | Energiemarkt | Energy market | Brasilien | Brazil | Schwellenländer | Emerging economies | Kapitalmarktrendite | Capital market returns | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101680 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247237