Open AccessStock Market Volatility Transmission and Interlinkage: Evidence from BRICS
Author(s) -
Md. Qamruzzaman,
Rajnish Kler,
Manickavasagam Theivanayaki,
Salma Karim
Publication year - 2021
Publication title -
universal journal of accounting and finance
Language(s) - English
Resource type - Journals
eISSN - 2331-9712
pISSN - 2331-9720
DOI - 10.13189/ujaf.2021.090524
Subject(s) - cointegration , economics , granger causality , stock (firearms) , volatility (finance) , unit root test , financial market , stock market , unit root , autoregressive conditional heteroskedasticity , structural break , error correction model , financial economics , econometrics , monetary economics , finance , engineering , geography , context (archaeology) , archaeology , mechanical engineering
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