Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies: evidence from the COVID-19 outbreak period
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DOI: 10.1080/13504851.2021.1884835
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... read more here.
Keywords: spillovers stock; volatility; briics economies; correlations volatility ... See more keywords