Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach

Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach

This study examines the linkages between Brazil, Russia, India, and China (BRICS) stock market returns, country risk ratings, and international factors via Non-linear Auto Regressive Distributed Lags models (NARDL) that allow for testing the asymmetric effects of changes in country risk ratings on s...

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Bibliographic Details
Main Authors:	Adnen Ben Nasr, Juncal Cunado, Rıza Demirer, Rangan Gupta
Format:	Article
Language:	English
Published:	MDPI AG 2018-09-01
Series:	Risks
Subjects:	asymmetric responses NARDL models stock market returns country risk ratings
Online Access:	http://www.mdpi.com/2227-9091/6/3/94

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