Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach

AA Salisu, R Gupta - Global Finance Journal, 2021 - Elsevier
In this study, we employ the GARCH–MIDAS (Generalised Autoregressive Conditional
Heteroskedasticity variant of Mixed Data Sampling) model to investigate the response of …

A study of macroeconomic effects on the growth of BRICS: a systematic review

S Kaur, S Aggarwal, V Garg - International Journal of …, 2023 - inderscienceonline.com
The purpose of this paper is to synthesise the existing literature on study of macroeconomic
variables on the economic growth of BRICS countries in a systematic manner, where GDP …

Stock market efficiency analysis using long spans of data: A multifractal detrended fluctuation approach

AK Tiwari, GC Aye, R Gupta - Finance Research Letters, 2019 - Elsevier
This paper investigates the multifractality and efficiency of stock markets in eight developed
(Canada, France, Germany, Italy, Japan, Switzerland, UK and USA) and two emerging (India …

A comparative analysis of the nature of stock return volatility in BRICS and G7 markets

L Muguto, PF Muzindutsi - Journal of Risk and Financial Management, 2022 - mdpi.com
Through globalization and financial market liberalization, the opening up of markets has
increased cross-border investments as investors search for higher risk-adjusted returns. This …

Dynamic linkages and integration among five emerging BRICS markets: Pre-and Post-BRICS period analysis

AK Singh, RK Shrivastav… - Annals of Financial …, 2022 - World Scientific
This study aims to explore dynamic linkages and integration among emerging markets of
BRICS, especially comparing the pre-and post-BRICS formation period behaviors and …

Measures of volatility, crises, sentiment and the role of US 'Fear'Index (VIX) on herding in BRICS (2007–2021)

H Zhang, E Giouvris - Journal of Risk and Financial Management, 2022 - mdpi.com
We look into determinants (volatility, crises, sentiment and the US 'fear'index) of herding
using BRICS as our sample. Investors herd selectively to crises and herding is a short-lived …

Investor overconfidence in the South African exchange traded fund market

D Kunjal, F Peerbhai - Cogent Economics & Finance, 2021 - Taylor & Francis
Abstract Exchange Traded Funds (ETFs) have proven to be extremely popular amongst both
retail and institutional investors. The increasing interest in this asset class may incite …

The exchange rates volatilities impact on the stock and real estate markets in South Africa

D Naidoo, PBD Moores-Pitt, JO Akande - International Journal of …, 2024 - emerald.com
Purpose Understanding which market to invest in for a well-diversified portfolio is
fundamental in economies that are highly vulnerable to fluctuations in exchange rates …

Asymmetric market efficiency of the Eurozone using the MF-DFA: a comparison between global financial crisis and COVID-19 era

S Ali, SA Raza, KA Khan - European Journal of Management and …, 2023 - emerald.com
Purpose This research paper aims to explore asymmetric market efficiency of the 13 Euro
countries, ie Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Netherland …

Dynamic connectedness among the BRICS markets and the recent pandemic: an application of TVP-VAR approach

S Dsouza, NP Singh, JA Oliyide - International Journal of Emerging …, 2024 - emerald.com
Purpose This study analyses the impact of the Covid-19 on stock market performance of
BRICS nations together. BRICS countries comprise almost 30% of the global GDP and …