Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries
By Walid Chkili, Duc Khuong Nguyen. 2014
271 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9411eb239cddd02749e55f544f77c2661a55f36e
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Citations in the corpus
- Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis (2015, unknown): “…and financial liberalization, foreign investment inflows and international competition (Aye et al., 2014; Bhar & Nikolova, 2009a; Carlos & Castro, 2011; Chkili & Nguyen, 2014; De Vries, Erumban, Timmer, Voskoboynikov, & Wu, 2012; Manamperi, 2014; Pradhan, Dasgupta, & Bele, 2013; Sarwar, 2012).”
- Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2016, background): “Chkili and Nguyen (2014) show the unilateral impact from stock market to foreign exchange market is significant for all BRICS during the period of the high volatility, except South Africa by using Markov switching VAR models.”