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The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets

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References

2006Dreaming With BRICs: The Path to 2050706 cited
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2008Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework175 cited
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2009Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis125 cited
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Cited by

2022Time-varying herding spillover for emerging countries: evidence from BRIC countries and Turkey19 cited
2017The properties of realized volatility and realized correlation: Evidence from the Indian stock market18 cited

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