1. Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises. (2024). Jahangir, Rashed ; Nagayev, Ruslan ; Smolo, Edib.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00332-1.

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2. Better to Give than to Receive: A Study of BRICS Countries Stock Markets. (2023). Thiripalraju, M ; Ahmad, Wasim ; Panda, Pradiptarathi.
   In: Journal of Emerging Market Finance.
   RePEc:sae:emffin:v:22:y:2023:i:2:p:164-188.

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3. Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman.
   In: MPRA Paper.
   RePEc:pra:mprapa:117067.

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4. Is the impact of oil shocks more pronounced during extreme market conditions?. (2023). Kang, Sang Hoon ; Ghardallou, Wafa ; Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006104.

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5. New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli.
   In: Economic Systems.
   RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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6. Is the Impact of COVID-19 Significant in Determining Equity Market Integration? Insights from BRICS Economies. (2022). Mishra, S K.
   In: Global Journal of Emerging Market Economies.
   RePEc:sae:emeeco:v:14:y:2022:i:2:p:137-162.

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7. Volatility spillover between the Russia-India-China triad and the United States: A multivariate generalized autoregressive conditional heteroscedasticity analysis. (2022). Luo, D ; Vlasova, E.
   In: Journal of the New Economic Association.
   RePEc:nea:journl:y:2022:i:54:p:111-128.

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8. How does economic policy uncertainty respond to the global oil price fluctuations? Evidence from BRICS countries. (2022). Cao, Yan ; Cheng, Sheng ; Wang, Yilei.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004688.

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9. .

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10. Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX?DCC?MEGARCH model. (2021). Tiwari, Aviral ; Shehzad, Khurram ; Rauf, Abdul ; Arif, Muhammad ; Liu, Xiaoxing.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:814-833.

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11. Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR?BEKK framework. (2021). Panda, Pradiptarathi ; Patra, Saswat.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:493-514.

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12. Gauging the Effect of Investor Sentiment on Cryptocurrency Market: An Analysis of Bitcoin Currency. (2021). Stnic, Nicolae Cristian ; Sarfraz, Muddassar ; Cioca, Lucian-Ionel ; Ivacu, Larisa ; Naseem, Sobia ; Mohsin, Muhammad.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2021:i:4:p:87-102.

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13. Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula. (2021). Muteba Mwamba, John Weirstrass ; Mwambi, Sutene Mwambetania.
    In: IJFS.
    RePEc:gam:jijfss:v:9:y:2021:i:2:p:30-:d:566104.

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14. Thirty years of the Global Finance Journal: A bibliometric analysis. (2021). Baker, Kent H ; Pandey, Nitesh ; Kumar, Satish.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301115.

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15. Time-varying Correlation Between Indian Equity Market and Selected Asian and US Stock Markets. (2020). Panda, Laxmidhar ; Seth, Neha.
    In: Global Business Review.
    RePEc:sae:globus:v:21:y:2020:i:6:p:1354-1375.

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16. Time Varying Stock MarketIntegration and DiversificationOpportunities within Emergingand Frontier Markets. (2020). Ur, Mobeen ; Kashif, Muhammad ; Salahuddin, Sultan.
    In: Public Finance Quarterly.
    RePEc:pfq:journl:v:65:y:2020:i:2:p:168-195.

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17. Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sanghoon ; McIver, Ron P.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

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18. How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981.

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19. The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach. (2019). catik, nazif ; Balcilar, Mehmet ; Toparli, Elif Akay.
    In: Physica A: Statistical Mechanics and its Applications.
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20. Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach. (2019). Jalkh, Naji ; Bouri, Elie ; Roubaud, David.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:385-392.

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21. Is there convergence between the BRICS and International REIT Markets?. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade.
    In: MPRA Paper.
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22. Spillover effect of US dollar on the stock indices of BRICS. (2018). Naresh, G ; Thiyagarajan, S ; Mahalakshmi, S ; Vasudevan, Gopala.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:359-368.

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23. Volatility of stock market returns and the naira exchange rate. (2018). Uzonwanne, Godfrey ; Dogo, Mela ; Tule, Moses.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:35:y:2018:i:c:p:97-105.

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24. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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25. Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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26. Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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27. Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets. (2018). Ghulam, Abbas ; Shouyang, Wang ; Bhowmik, Roni.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:6:y:2018:i:2:p:97-119:n:1.

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28. .

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29. How interrelated are MIST equity markets with the developed stock markets of the world?. (2017). Madhavan, Vinodh ; McMillan, David.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1362822.

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30. How investor sentiments spillover from developed countries to developing countries?. (2017). Ur, Muhammad Zia ; McMillan, David ; Baig, Sajjad Ahmad ; Abbas, Zaheer ; Rizwan, Faisal ; Ul, Zain.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1309096.

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31. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi.
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32. Feedback Trading and Autocorrelation Patterns in Sub-Saharan African Equity Markets. (2017). Kuttu, Saint ; Bokpin, Godfred A.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:53:y:2017:i:1:p:213-225.

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33. Time-varying conditional discrete jumps in emerging African equity markets. (2017). Kuttu, Saint.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:32:y:2017:i:c:p:35-54.

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34. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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35. Volatility in Stock Markets: A Comparison of Developed and Emerging Markets of the World. (2017). Agarwal, Sonali.
    In: Indian Journal of Commerce and Management Studies.
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36. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
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37. Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets. (2016). Yoon, Seong-Min ; McIver, Ron ; Kang, Sanghoon .
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:52:y:2016:i:7:p:1698-1723.

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38. International Portfolio Diversification - Role of Emerging Economies-US Integration and Dynamic Linkages: An Empirical Study. (2016). Gupta, Ranjan Das ; Dasgupta, Ranjan.
    In: International Journal of Economics and Finance.
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39. Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study. (2016). Kundu, Srikanta ; Sarkar, Nityananda.
    In: International Econometric Review (IER).
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40. Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets. (2016). Jain, Ajeet ; Bhuyan, Rafiqul ; Talukdar, Bakhtear ; Robbani, Mohammad G.
    In: International Review of Economics & Finance.
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41. Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
    In: International Review of Economics & Finance.
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42. BRIC or CBRI: It just doesn’t sound as sexy, does it?. (2016). Delcoure, Natalya ; Singh, Harmeet .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:230-239.

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43. Intra-national and international spillovers between the real economy and the stock market: The case of China. (2016). Giannellis, Nikolaos ; Papadopoulos, Athanasios P.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:14:y:2016:i:pa:p:78-92.

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44. Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange. (2016). BABALOS, VASSILIOS ; Koulakiotis, Athanasios ; Papasyriopoulos, Nicholas .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:46-62.

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45. Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham .
    In: Energy Economics.
    RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

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46. Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach. (2016). JAWADI, Fredj ; Selmi, Nadhem ; Hachicha, Nejib ; Fakhfekh, Mohamed ; Cheffou, Abdoulkarim Idi.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:27:y:2016:i:c:p:84-99.

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47. Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat.
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48. .

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49. Revisiting Stock Market Integration Pre-Post Subprime Mortgage Crisis: Insight From BRIC Countries. (2015). Puah, Chin-Hong ; Brahmana, Rayenda ; Wong, Kai-Hung .
    In: Economics and Finance in Indonesia.
    RePEc:lpe:efijnl:201509.

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50. Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression. (2015). Li, Johnny Siu-Hang ; Chan, Wai-Sum.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:217-230.

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51. Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Treepongkaruna, Sirimon ; Do, Hung Xuan ; Brooks, Robert.
    In: Global Finance Journal.
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52. Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis. (2015). Syriopoulos, Theodore ; Boubaker, Adel ; Makram, Beljid .
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53. Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie.
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54. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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55. Interdependency and Spillover during the Financial Crisis of 2007 to 2009 – Evidence from High Frequency Intraday Data. (2014). Ben Slimane, Faten ; Mehanaoui, Mohamed ; Kazi, Irfan A..
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56. Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoude, Shawkat .
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57. Internal and external spillover effects for the BRIC countries: Multivariate GARCH-in-mean approach. (2014). Gilenko, Evgenii ; Fedorova, Elena .
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58. Volatility transmission between energy-related asset classes. (2014). Soytas, Ugur ; Gormus, Alper N. ; Diltz, David J..
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59. Timescale-dependent stock market comovement: BRICs vs. developed markets. (2014). Lehkonen, Heikki ; Heimonen, Kari.
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60. Diversification across ASEAN-wide sectoral and national equity returns. (2014). Balli, Hatice ; Luu, Mong Ngoc .
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61. Integration and Dynamic Linkages of the Indian Stock Market with Bric - An Empirical Study. (2014). Dasgupta, Ranjan .
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62. Long-term Association of Stock Markets of Different Nations: An Empirical Study. (2013). .
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63. INFORMATION PROPAGATION BETWEEN EQUITY MARKETS: THE CASE OF BRIC, TURKEY, THE USA, AND GERMANY. (2013). Roesch, Angi ; Schmidbauer, Harald ; Uluceviz, Erhan.
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64. The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets. (2013). Lin, Chi-Tai ; Chen, Hsin-Fu .
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65. Volatility Spillovers in Emerging Markets During the Global Financial Crisis: Diagonal BEKK Approach. (2012). Okay, Nesrin ; Erten, Irem ; Tuncel, Murat B..
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66. Three essays in commodity futures and options price performance. (2011). Bozic, Marin.
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1. Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries. (2019). Grabowski, Wojciech.
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2. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
   In: Energy Economics.
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3. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries. (2013). Çevik, Emrah ; Cevik, Emrah Ismail ; KOSEOGLU, Sinem Derindere .
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4. Volatility transmission between gold and oil futures under structural breaks. (2013). Ewing, Bradley ; Malik, Farooq .
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5. The change-point problem and segmentation of processes with conditional heteroskedasticity. (2013). Badagian, Ana ; Kaiser, Regina ; Pea, Daniel.
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6. Return and volatility spillovers among CIVETS stock markets. (2012). Korkmaz, Turhan ; Çevik, Emrah ; Atukeren, Erdal.
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7. On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
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8. VOLATILITY AND SPILL OVER EFFECTS IN INDIAN COMMODITY MARKETS: A CASE OF PEPPER. (2011). Kushankur, Dey ; Debasish, Maitra .
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9. Modelling Stock Returns Volatility In Nigeria Using GARCH Models. (2010). Kalu O., Emenike ; Emenike, Kalu O..
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10. Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries. (2009). Habibullah, Muzafar Shah ; Abdul Hamid, Baharom ; Baharom, A. H. ; Fong, Kin Hing .
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11. An empirical analysis of structural changes in emerging market volatility. (2008). .
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12. Inflation targeting in Latin America: Empirical analysis using GARCH models. (2008). Broto, Carmen.
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13. A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America. (2007). Canarella, Giorgio ; Pollard, Stephen .
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14. Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models. (2007). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert ; Don U A Galagedera, .
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15. The behavior of stock returns in the Asia-Pacific mining industry following the Iraq war. (2007). Fernandez, Viviana.
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16. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal .
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17. Portfolio management implications of volatility shifts: Evidence from simulated data. (2006). lucey, brian ; Fernandez, Viviana.
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18. Portfolio management implications of volatility shifts: Evidence from simulated data. (2006). lucey, brian ; Fernandez, Viviana.
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19. Spillover Effects among the Greater China Region Stock Markets. (2006). Johansson, Anders ; Ljungwall, Christer .
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20. Rank-based unit root testing in the presence of structural change under the null: simulation results and an application to US inflation. (2005). Cook, Steven.
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21. Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan. (2005). Glascock, John ; Cheng, Hwahsin.
    In: Review of Quantitative Finance and Accounting.
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22. Structural Breakpoints in Volatility in International Markets. (2005). Fernandez, Viviana.
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23. Stock Markets Turmoil: Worldwide Effects of Middle East Conflicts. (2005). Fernandez, Viviana.
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24. An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities. (2005). Lin, Chin-Tsai ; Wang, Yi-Hsien.
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25. The Effects of Transition and Political Instability On Foreign Direct Investment Inflows: Central Europe and the Balkans. (2004). Yigit, Taner ; Kutan, Ali ; Brada, Josef.
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26. Long range dependence in daily stock returns. (2004). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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27. Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts. (2004). Smyth, Russell ; Narayan, Paresh.
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28. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; J. Cuñado; J. Gómez, ; de Gracia, Prez F..
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29. SPURIOUS AND HIDDEN VOLATILITY. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel.
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30. Detection of Breakpoints in Volatility. (2004). Fernandez, Viviana.
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31. Effects of Level Outliers on the Identification and Estimation of GARCH Models. (2004). Ruiz, Esther ; Carnero, M. Angeles ; Pereira, D..
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32. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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33. Testing for Changes in the Unconditional Variance of Financial Time Series. (2003). Sansó, Andreu ; Carrion-i-Silvestre, Josep ; Arago, Vicent .
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34. The effects of macroeconomic shocks on sector-specific returns. (2003). Payne, James ; Ewing, Bradley ; Forbes, Shawn M..
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35. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
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36. Inflation and output as predictors of stock returns and volatility: international evidence. (2003). Kutan, Ali ; Davis, Nicole.
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37. A contemporary analysis of Mexican stock market volatility. (2003). Walz, Daniel T. ; Spencer, Roger W. ; Gonzalez, Jorge G..
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38. Behaviour of cointegration tests in the presence of structural breaks in variance. (2003). Kim, Tae-Hwan ; Noh, Jaesun .
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39. Empirical evidence on the robustness of the weighted symmetric unit root test. (2003). Cook, Steven.
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40. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
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41. Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey. (2003). Kutan, Ali ; Aksoy, Tansu.
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42. Interest Rate Volatility and Nominalization. (2003). Fernandez, Viviana.
    In: Documentos de Trabajo.
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43. Macroeconomic news and the returns of financial companies. (2002). Ewing, Bradley.
    In: Managerial and Decision Economics.
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44. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
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45. Detecting multiple breaks in financial market volatility dynamics. (2002). Ghysels, Eric ; Andreou, Elena.
    In: Journal of Applied Econometrics.
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46. Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation. (2001). Kutan, Ali ; Hayo, Bernd.
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47. Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility. (2001). Kutan, Ali ; Hayo, Bernd.
    In: International Finance.
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48. Detecting Multiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
    In: University of Cyprus Working Papers in Economics.
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49. Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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50. Accounting History Publications 1999. (2000). Anderson, Malcolm.
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