Volatility Spillovers Between BRIC © CC BY 4.0 and South African Stock Markets: Evidence from the COVID‑19 and Russia‑Ukraine Crises

Volatility Spillovers Between BRIC © CC BY 4.0 and South African Stock Markets: Evidence from the COVID‑19 and Russia‑Ukraine Crises

The aim of this study was to assess how global crises influenced volatility spillovers between BRIC and South African stock markets. In conducting the study, the methods employed are the generalized autoregressive conditional heteroskedasticity (GARCH) framework and the time-varying parameter vector...

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Bibliographic Details
Main Authors: Lorraine Muguto, Amy Moodley, Santhiran Pillay, Mcabangomuhle Zulu, Nonkululeko Vilakazi, Hilary Tinotenda Muguto, Paul Francois Muzindutsi
Format: Article
Language:English
Published: Financial University 2025-06-01
Series:Review of Business and Economics Studies
Subjects:
volatility spillovers
stock market
brics
diebold-yilmaz
covid-19
russia-ukraine conflict
Online Access:https://rbes.fa.ru/jour/article/view/822/270
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