The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price

DOI10.1016/J.MATCOM.2012.01.002MaRDI QIDQ2227455zbMATH OpenOpenAlexFDO

Authors Shawkat Hammoudeh, Mehmet Uzunkaya, Tengdong Liu, Ramazan Sari

Publication date 15 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2012.01.002

zbMATH Keywords

financial riskeconomic riskARDLcountry risk ratingspolitical risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Recommendations

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• Comparative analysis of the BRIC countries stock markets using network approach

Cites work

• Causality between economic growth and immigration: an ARDL bounds testing approach
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
• Statistical analysis of cointegration vectors
• The use of the ARDL approach in estimating virtual exchange rates in India

Cited in

(2)

• Stock markets and exchange rate behavior of the BRICS
• Oil prices and sovereign credit risk of oil producing countries: an empirical investigation

Describes a project that uses

Uses Software

• Microfit

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