Do global factors impact BRICS stock markets? A quantile regression approach
By Walid Mensi, Shawkat Hammoudeh, Juan Carlos Reboredo, Duc Khuong Nguyen. 2014
419 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/3c0d8ea901e5e1867fc1b3b9dfd2fdf3b25e43ac
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In Economics and Econometrics
- Rangan Gupta
- Wensheng Kang
- Riza Demirer
- M. Balcılar
- Ronald A. Ratti
- Matteo Bonato
- Joaquin Vespignani
- George Filis
Citations in the corpus
- Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017, neutral): “…between crude oil, gold, and stock markets in developed economies (see Ciner et al. (2013), among others), but only a small proportion of literature focuses on these relationships in developing and emerging economies (Baur and McDermott, 2010; Gurgun and Unalmis, 2014; Mensi et al., 2014).”
- Geopolitical risks and stock market dynamics of the BRICS (2018, background): “They account for more than a quarter of the world’s land area, slightly less than a half of the world’s population and about one sixth of the world’s GDP (Mensi et al., 2014).”