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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Hlavní autoři:	Lorraine Muguto, Amy Moodley, Santhiran Pillay, Mcabangomuhle Zulu, Nonkululeko Vilakazi, Hilary Tinotenda Muguto, Paul Francois Muzindutsi
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Financial University 2025-06-01
Edice:	Review of Business and Economics Studies
Témata:	volatility spillovers stock market brics diebold-yilmaz covid-19 russia-ukraine conflict
On-line přístup:	https://rbes.fa.ru/jour/article/view/822/270
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!