Matches in SemOpenAlex for { <https://semopenalex.org/work/W2794156728> ?p ?o ?g. }
- W2794156728 endingPage "16" @default.
- W2794156728 startingPage "1" @default.
- W2794156728 abstract "The paper examines the financial connectedness via return and volatility spillovers between Brazil, Russia, India, China and South Africa (BRICS) and three global bond market indices represented by the United States of America (USA), European Monetary Union (EMU) and Japan for the period 01 January 1997 to 27 July 2016 (weekly data). We find that Russia followed by South Africa is the net transmitter of shocks within BRICS, implying that the risk arising from these markets may have an adverse impact on others in BRICS. However, China and India exhibit weak connectedness, suggesting that these markets may be useful for hedging and diversification opportunities in BRICS. The networks of pairwise spillover results further confirm this. Among global indices, China appears as highly interconnected with the USA. USA is the strongest transmitter of shocks to BRICS bond indices. The panel data results further confirm the significant determinants of net directional spillover. Thus, we can conclude that BRICS is a heterogeneous asset class even in the case of the bond market. India and China are the markets to look for better risk management strategies." @default.
- W2794156728 created "2018-03-29" @default.
- W2794156728 creator A5017941982 @default.
- W2794156728 creator A5019793880 @default.
- W2794156728 creator A5038073345 @default.
- W2794156728 date "2018-12-01" @default.
- W2794156728 modified "2023-10-10" @default.
- W2794156728 title "Financial connectedness of BRICS and global sovereign bond markets" @default.
- W2794156728 cites W1588588285 @default.
- W2794156728 cites W1605378157 @default.
- W2794156728 cites W1727659491 @default.
- W2794156728 cites W1832474830 @default.
- W2794156728 cites W1840920516 @default.
- W2794156728 cites W1968691826 @default.
- W2794156728 cites W1976064958 @default.
- W2794156728 cites W1985358018 @default.
- W2794156728 cites W2005872216 @default.
- W2794156728 cites W2007004314 @default.
- W2794156728 cites W2007119655 @default.
- W2794156728 cites W2009959303 @default.
- W2794156728 cites W2016754610 @default.
- W2794156728 cites W2021983604 @default.
- W2794156728 cites W2023236143 @default.
- W2794156728 cites W2027731080 @default.
- W2794156728 cites W2037131763 @default.
- W2794156728 cites W2039734130 @default.
- W2794156728 cites W2088737033 @default.
- W2794156728 cites W2100528626 @default.
- W2794156728 cites W2109809327 @default.
- W2794156728 cites W2116399596 @default.
- W2794156728 cites W2122984835 @default.
- W2794156728 cites W2139400178 @default.
- W2794156728 cites W2144055462 @default.
- W2794156728 cites W2175159793 @default.
- W2794156728 cites W2227854488 @default.
- W2794156728 cites W2342732192 @default.
- W2794156728 cites W2523538887 @default.
- W2794156728 cites W2608796144 @default.
- W2794156728 cites W2612849821 @default.
- W2794156728 cites W2725237507 @default.
- W2794156728 cites W2763922392 @default.
- W2794156728 cites W2771020017 @default.
- W2794156728 cites W3020982786 @default.
- W2794156728 cites W3022649446 @default.
- W2794156728 cites W3121378407 @default.
- W2794156728 cites W3121615608 @default.
- W2794156728 cites W3121625876 @default.
- W2794156728 cites W3121959052 @default.
- W2794156728 cites W3122186884 @default.
- W2794156728 cites W3122251927 @default.
- W2794156728 cites W3122702149 @default.
- W2794156728 cites W3123474748 @default.
- W2794156728 cites W3123733061 @default.
- W2794156728 cites W3123901661 @default.
- W2794156728 cites W3123963040 @default.
- W2794156728 cites W3124152576 @default.
- W2794156728 cites W3124363907 @default.
- W2794156728 cites W3125454327 @default.
- W2794156728 cites W3125496606 @default.
- W2794156728 cites W3125851884 @default.
- W2794156728 cites W3126124568 @default.
- W2794156728 cites W4253163276 @default.
- W2794156728 doi "https://doi.org/10.1016/j.ememar.2018.02.006" @default.
- W2794156728 hasPublicationYear "2018" @default.
- W2794156728 type Work @default.
- W2794156728 sameAs 2794156728 @default.
- W2794156728 citedByCount "59" @default.
- W2794156728 countsByYear W27941567282018 @default.
- W2794156728 countsByYear W27941567282019 @default.
- W2794156728 countsByYear W27941567282020 @default.
- W2794156728 countsByYear W27941567282021 @default.
- W2794156728 countsByYear W27941567282022 @default.
- W2794156728 countsByYear W27941567282023 @default.
- W2794156728 crossrefType "journal-article" @default.
- W2794156728 hasAuthorship W2794156728A5017941982 @default.
- W2794156728 hasAuthorship W2794156728A5019793880 @default.
- W2794156728 hasAuthorship W2794156728A5038073345 @default.
- W2794156728 hasConcept C10138342 @default.
- W2794156728 hasConcept C106159729 @default.
- W2794156728 hasConcept C121087249 @default.
- W2794156728 hasConcept C139719470 @default.
- W2794156728 hasConcept C144133560 @default.
- W2794156728 hasConcept C15744967 @default.
- W2794156728 hasConcept C162324750 @default.
- W2794156728 hasConcept C162853370 @default.
- W2794156728 hasConcept C166957645 @default.
- W2794156728 hasConcept C17744445 @default.
- W2794156728 hasConcept C180916674 @default.
- W2794156728 hasConcept C18547055 @default.
- W2794156728 hasConcept C186229450 @default.
- W2794156728 hasConcept C191935318 @default.
- W2794156728 hasConcept C19244329 @default.
- W2794156728 hasConcept C197142791 @default.
- W2794156728 hasConcept C199539241 @default.
- W2794156728 hasConcept C201943243 @default.
- W2794156728 hasConcept C205649164 @default.
- W2794156728 hasConcept C2910001868 @default.
- W2794156728 hasConcept C542102704 @default.