المنشورات
مقال فى مجلة
2023
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network
Emerging Markets Review
نوع عمل المنشور
RESEARCH PAPER
مزيد من المنشورات
We investigate the dependence structure among the seven emerging stock markets namely Brazil, China, India, Indonesia, Mexico, South Korea, and Turkey for the period 2000 to 2018 by employing a…
2023
تم النشر فى:
Taylor and Francis Group
This study investigates the directional predictability of exchange rates in emerging markets. Using a cross-quantilogram model, we show that dependencies among emerging markets exchange rates are…
2022
تم النشر فى:
Elsevier