Spillover effect of US dollar on the stock indices of BRICS
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DOI: 10.1016/j.ribaf.2017.07.105
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- Ismail Olaleke Fasanya Oluwatomisin Oyewole Taofeek Agbatogun, 2019. "Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 22(2), pages 71-94, November.
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Keywords
BRICS; Spillover; GMM; Exchange rate; Stock indices;All these keywords.
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