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

DOI10.1016/J.MATCOM.2012.01.002zbMATH Open1499.91186OpenAlexW2313367257MaRDI QIDQ2227455FDOQ2227455

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

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zbMATH Keywords

financial riskeconomic riskARDLcountry risk ratingspolitical risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Statistical analysis of cointegration vectors
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
• Causality between economic growth and immigration: an ARDL bounds testing approach
• 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

Uses Software

• Microfit

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