Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model

Research output: Contribution to journalArticlepeer-review

40 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Keyphrases