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Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models
16 references·2 citing·36 second hop
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References

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  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
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  • 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,251 cited
  • 1982Formulation and estimation of dynamic models using panel data2,852 cited
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  • 1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models1,932 cited
  • 2013Oil shocks, policy uncertainty and stock market return505 cited
  • 2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
  • 2002

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Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?
399 cited
  • 2013Is gold the best hedge and a safe haven under changing stock market volatility?396 cited
  • Cited by

    • 2017The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa28 cited
    • 2019Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty25 cited