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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2022-11-01
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| Series: | Journal of Economic and Financial Sciences |
| Subjects: | |
| Online Access: | https://jefjournal.org.za/index.php/jef/article/view/713 |