Matches in SemOpenAlex for { <https://semopenalex.org/work/W4308360276> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W4308360276 endingPage "103435" @default.
- W4308360276 startingPage "103435" @default.
- W4308360276 abstract "We use the multi-scale Log-Periodic Power Law Singularity (LPPLS) confidence indicator approach to detect both positive and negative bubbles at short-, medium- and long-run for the stock markets of the BRICS countries. Then, we utilize impulse responses obtained from the local projection method (LPM) framework to capture the effect of US monetary policy shocks on the BRICS bloc equity market. The effect of these shocks on the bubble indicators for each country is limited, with a strong positive impact observed under the medium-term negative bubble indicator of Brazil, China and South Africa. Given the findings, associated policy implications are discussed. • Detect stock market bubbles for the BRICS countries. • Impulse response functions to capture effect of US monetary policy on these bubbles. • Strong positive impact observed in medium-term for Brazil, China, and South Africa." @default.
- W4308360276 created "2022-11-11" @default.
- W4308360276 creator A5015669404 @default.
- W4308360276 creator A5047845605 @default.
- W4308360276 creator A5083748293 @default.
- W4308360276 date "2023-01-01" @default.
- W4308360276 modified "2023-09-23" @default.
- W4308360276 title "US monetary policy and BRICS stock market bubbles" @default.
- W4308360276 cites W2032484498 @default.
- W4308360276 cites W2039947804 @default.
- W4308360276 cites W2100381995 @default.
- W4308360276 cites W2135860498 @default.
- W4308360276 cites W2345348023 @default.
- W4308360276 cites W2515304560 @default.
- W4308360276 cites W2529782581 @default.
- W4308360276 cites W2735634402 @default.
- W4308360276 cites W2744474399 @default.
- W4308360276 cites W2828456565 @default.
- W4308360276 cites W2899606461 @default.
- W4308360276 cites W2942677713 @default.
- W4308360276 cites W2953228836 @default.
- W4308360276 cites W2972461752 @default.
- W4308360276 cites W2989589630 @default.
- W4308360276 cites W3121612919 @default.
- W4308360276 cites W3121758494 @default.
- W4308360276 cites W3122528088 @default.
- W4308360276 cites W3125146141 @default.
- W4308360276 cites W3197595842 @default.
- W4308360276 doi "https://doi.org/10.1016/j.frl.2022.103435" @default.
- W4308360276 hasPublicationYear "2023" @default.
- W4308360276 type Work @default.
- W4308360276 citedByCount "0" @default.
- W4308360276 crossrefType "journal-article" @default.
- W4308360276 hasAuthorship W4308360276A5015669404 @default.
- W4308360276 hasAuthorship W4308360276A5047845605 @default.
- W4308360276 hasAuthorship W4308360276A5083748293 @default.
- W4308360276 hasConcept C106159729 @default.
- W4308360276 hasConcept C126285488 @default.
- W4308360276 hasConcept C162324750 @default.
- W4308360276 hasConcept C166957645 @default.
- W4308360276 hasConcept C204036174 @default.
- W4308360276 hasConcept C205649164 @default.
- W4308360276 hasConcept C2779343474 @default.
- W4308360276 hasConcept C2780299701 @default.
- W4308360276 hasConcept C556758197 @default.
- W4308360276 hasConceptScore W4308360276C106159729 @default.
- W4308360276 hasConceptScore W4308360276C126285488 @default.
- W4308360276 hasConceptScore W4308360276C162324750 @default.
- W4308360276 hasConceptScore W4308360276C166957645 @default.
- W4308360276 hasConceptScore W4308360276C204036174 @default.
- W4308360276 hasConceptScore W4308360276C205649164 @default.
- W4308360276 hasConceptScore W4308360276C2779343474 @default.
- W4308360276 hasConceptScore W4308360276C2780299701 @default.
- W4308360276 hasConceptScore W4308360276C556758197 @default.
- W4308360276 hasLocation W43083602761 @default.
- W4308360276 hasOpenAccess W4308360276 @default.
- W4308360276 hasPrimaryLocation W43083602761 @default.
- W4308360276 hasRelatedWork W1533786059 @default.
- W4308360276 hasRelatedWork W1977497738 @default.
- W4308360276 hasRelatedWork W1989596158 @default.
- W4308360276 hasRelatedWork W2003158774 @default.
- W4308360276 hasRelatedWork W2020710658 @default.
- W4308360276 hasRelatedWork W2890602371 @default.
- W4308360276 hasRelatedWork W3121593760 @default.
- W4308360276 hasRelatedWork W3121729327 @default.
- W4308360276 hasRelatedWork W3123850244 @default.
- W4308360276 hasRelatedWork W3146587679 @default.
- W4308360276 hasVolume "51" @default.
- W4308360276 isParatext "false" @default.
- W4308360276 isRetracted "false" @default.
- W4308360276 workType "article" @default.