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| Morales, Lucia; Gassie, Esmeralda. |
| Despite the fact that there is a substantial literature on the analysis of volatility spillovers between stock returns and domestic exchange rates, surprisingly, little empirical research has examined volatility spillovers between oil prices and emerging economies, where a clear gap of research have been found regarding to the BRIC financial markets and the effects of the 2007-2009 World economy crisis. This lack of research might appear as surprising given that energy markets are of particular interest as they are considered a fundamental reference for economic recovery and growth. Therefore, this work aims to address this gap on the literature by looking at the BRIC financial markets and their co-movements with regard to some energy markets (oil, natural... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: BRIC; Energy Markets; GARCH; T-GARCH modeling; Volatility; Agribusiness; F; G. |
| Ano: 2011 |
URL: http://purl.umn.edu/115523 |
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