Browsing by Subject "G15"
Now showing items 1-3 of 3
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Contagion versus Interdependence: The Case of the BRIC Countries During the Subprime Crises
( Elsevier , 2014 , Book chapter)This chapter contributes to the empirical finance literature on modeling co-movement in financial markets by considering the case of the BRIC countries during the subprime crises. To overcome the problem of the time-varying ... -
Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict
( Springer Nature , 2024 , Article)This paper investigates the interconnectedness patterns between agricultural commodities, crude oil, and ethanol, along with their determinants before and during the COVID-19 pandemic and the Russia–Ukraine conflict. We ... -
Stock Prices and Crude Oil Shocks: The Case of GCC Countries
( Elsevier , 2016 , Article)The aim of this chapter is to identify the effects of oil price volatility on stock market volatility for eight oil exporter or importer countries. Using weekly data for the 2004-15 period, we model the relationship between ...
