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This paper examines the impact of COVID-19 pandemic on dynamic correlations and volatility spillovers between stock prices and exchange rates in BRIICS economies. Using volatility modelling, we dem... Click to show full abstract
This paper examines the impact of COVID-19 pandemic on dynamic correlations and volatility spillovers between stock prices and exchange rates in BRIICS economies. Using volatility modelling, we dem...
Keywords:
spillovers stock;
volatility;
briics economies;
correlations volatility;
dynamic correlations;
volatility spillovers
Journal Title: Applied Economics Letters
Year Published: 2021
Link to full text (if available)
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Journal Title: Applied Economics Letters
Year Published: 2021
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!