Volatility spillovers in equity and foreign exchange markets: Evidence from emerging economies

Volatility spillovers in equity and foreign exchange markets: Evidence from emerging economies

Orientation: This study investigated the relationship between the equity markets and foreign exchange markets in Brazil, Russia, India, China and South Africa (BRICS). Research purpose: This study examined the financial connectedness through volatility spillovers and co-movements among equity and f...

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Bibliographic Details
Main Authors: Tsepiso Nyopa, Sibanisezwe A. Khumalo
Format: Article
Language:English
Published: AOSIS 2022-11-01
Series:Journal of Economic and Financial Sciences
Subjects:
brics
dy spillover index
equity market
foreign exchange rate market
volatility spillover
contagion
financial connectedness
Online Access:https://jefjournal.org.za/index.php/jef/article/view/713

Internet

https://jefjournal.org.za/index.php/jef/article/view/713

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