Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis

By Theodore Syriopoulos, Beljid Makram, Adel Boubaker. 2015

193 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/875ad03040a74ddc61350ea5db31ec43c90e8365

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Lu Sui
2. Lijuan Sun

In Finance

1. Lu Sui
2. Lijuan Sun

Citations in the corpus

• Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2016, background): “Syriopoulos et al. (2015) also find shocks and volatility trnsmission effects exist between U.S. and BRICS stock markets.”
• Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020, unknown): “, 2014; between the US, the EU and the BRIC markets (Bekiros, 2014; Kenourgios et al., 2011; Syriopoulos et al., 2015; Dimitriou et al., 2013), to name but a few.”