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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Bibliographic Details
Main Author: Shalini TALWAR
Format: Article
Language:English
Published: Dunarea de Jos University of Galati 2019-12-01
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