Volatility Spillovers Between BRIC © CC BY 4.0 and South African Stock Markets: Evidence from the COVID‑19 and Russia‑Ukraine Crises

The aim of this study was to assess how global crises influenced volatility spillovers between BRIC and South African stock markets. In conducting the study, the methods employed are the generalized autoregressive conditional heteroskedasticity (GARCH) framework and the time-varying parameter vector...

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Principais autores:	Lorraine Muguto, Amy Moodley, Santhiran Pillay, Mcabangomuhle Zulu, Nonkululeko Vilakazi, Hilary Tinotenda Muguto, Paul Francois Muzindutsi
Formato:	Artigo
Idioma:	Inglês
Publicado:	Financial University 2025-06-01
Series:	Review of Business and Economics Studies
Assuntos:	volatility spillovers stock market brics diebold-yilmaz covid-19 russia-ukraine conflict
Acceso en liña:	https://rbes.fa.ru/jour/article/view/822/270
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