Work

Do BRIC countries stock market volatility move together? An empirical analysis of using multivariate GARCH models

Year: 2017

Type: article

Source: International Journal of Business and Emerging Markets

DOI: 10.1504/ijbem.2017.083353

Author: Naliniprava Tripathy

Institution: Indian Institute of Management Shillong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4235882383

FWCI: 1.133

Cites:

Cited by: 12

Related to: 10