Exploring Contemporaneous Correlations Among BRICS Stock Markets
In the current paper, the author has used daily closing price data of the selected equity indices of the five BRICS countries from a period of 2010 to 2017 to understand the extent of co-movement among them and to evaluate the existence of portfolio diversification opportunities they present togethe...
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Format: | Article |
Language: | English |
Published: |
Dunarea de Jos University of Galati
2019-12-01
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Series: | Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics |
Online Access: | http://eia.feaa.ugal.ro/images/eia/2019_3/Shalini_Talwar.pdf |