Stock market integration, risk and spillovers across BRICS Nations: An assessment during Covid-19 (Record no. 531839)
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| fixed length control field | 01488nam a22001457a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 251022b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Das, Nupur Moni Rout, Bhabani Sankar and Bal, Gnyana Ranjan |
| 245 ## - TITLE STATEMENT | |
| Title | Stock market integration, risk and spillovers across BRICS Nations: An assessment during Covid-19 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Management and Labour Studies |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 50(3), Aug, 2025: p.337-356 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The present study aims to examine the downside risk, volatility persistence, market connectedness and hedging strategies in Brazil, Russia, India, China and South Africa (BRICS) markets during the COVID-19 period, comparing these factors with the Asian Financial Crisis and Global Financial Crisis. Using value-at-risk, dynamic conditional correlation generalized autoregressive conditional heteroskedasticity and the Diebold–Yilmaz Spillover Index, the study addresses key research objectives. It is observed that volatility created persists longer, and market connectivity increases during crises. Notably, Russia and Brazil are observed to be the net spreaders of volatility, while India, China and South Africa demonstrate opposite trends. Moreover, very limited diversification benefits exist in the bloc.- Reproduced https://journals.sagepub.com/doi/full/10.1177/0258042X251320797 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Covid-19, Stock market, Market, risk, Value at risk, Volatility spillover, Hedging. |
| 9 (RLIN) | 57534 |
| 773 ## - HOST ITEM ENTRY | |
| Main entry heading | Management and Labour Studies |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Item type | Articles |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Permanent location | Current location | Date acquired | Serial Enumeration / chronology | Barcode | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Indian Institute of Public Administration | Indian Institute of Public Administration | 2025-10-22 | 50(3), Aug, 2025: p.337-356 | AR137476 | 2025-10-22 | Articles |