Quantile Connectedness Across Socially Responsible Equity Markets of The BRICT Nations

This paper investigates the shock linkages between the socially responsible equity indices of Brazil, Russia, India, China, and Türkiye, by using the quantile connectedness approach that is used by Chatziantoniou et al. (2021), to assess the median-based and tail connectivity, we will analyse daily...

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Bibliographic Details
Main Authors: Habil Gökmen, Ogan Erkin Erkan
Format: Article
Language:English
Published: Dokuz Eylül University 2024-09-01
Series:İzmir İktisat Dergisi
Subjects:
Online Access:https://dergipark.org.tr/en/download/article-file/3800661
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