Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model

Elie Bouri, Rangan Gupta, Seyedmehdi Hosseini, Chi Keung Lau

Research output: Contribution to journalArticlepeer-review

81 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model'. Together they form a unique fingerprint.

Business & Economics