Country risk ratings and stock market returns in Brazil, Russia, India, and China (Brics) countries: A nonlinear dynamic approach

Country risk ratings and stock market returns in Brazil, Russia, India, and China (Brics) countries: A nonlinear dynamic approach

This study examines the linkages between Brazil, Russia, India, and China (BRICS) stock market returns, country risk ratings, and international factors via Non-linear Auto Regressive Distributed Lags models (NARDL) that allow for testing the asymmetric effects of changes in country risk ratings on s...

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Bibliographic Details
Main Authors:	Cunado, J. (Author), Demirer, R. (Author), Gupta, R. (Author), Nasr, A.B (Author)
Format:	Article
Language:	English
Published:	MDPI AG 2018
Subjects:	Asymmetric responses Country risk ratings NARDL models Stock market returns
Online Access:	View Fulltext in Publisher

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