Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network
Rabeh Khalfaoui, Shawkat Hammoudeh, Mohd Ziaur Rehman
| Year of publication: |
2023
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|---|---|
| Authors: | Khalfaoui, Rabeh ; Hammoudeh, Shawkat ; Rehman, Mohd Ziaur |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 54.2023, p. 1-41
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| Subject: | Spillover | Cryptos | Uncertainty | Network analysis | Sensitivity | BRICS | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | BRICS-Staaten | BRICS countries | Virtuelle Währung | Virtual currency | Risiko | Risk | VAR-Modell | VAR model | Volatilität | Volatility | Börsenkurs | Share price | Unternehmensnetzwerk | Business network | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2023.101002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014337165