On the public citation graph

Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework

0 signed · 61 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.

Claim with ORCID

Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.

See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.econmod.2017.02.019openalex-snapshot

Financial contagion and volatility spillover: An exploration into Indian commodity derivative market

inferredcites →https://doi.org/10.1016/j.ememar.2016.12.003openalex-snapshot

Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes

inferredcites →https://doi.org/10.1016/j.eneco.2015.03.031openalex-snapshot

Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach

inferredcites →https://doi.org/10.1016/j.gfj.2008.09.005openalex-snapshot

Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework

inferredcites →https://doi.org/10.1016/j.ijforecast.2011.02.006openalex-snapshot

Better to give than to receive: Predictive directional measurement of volatility spillovers

inferredcites →https://doi.org/10.1016/j.intfin.2010.08.005openalex-snapshot

Financial crises and stock market contagion in a multivariate time-varying asymmetric framework

inferredcites →https://doi.org/10.1016/j.iref.2016.09.004openalex-snapshot

Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets

inferredcites →https://doi.org/10.1016/j.iref.2017.07.032openalex-snapshot

Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach

inferredcites →https://doi.org/10.1016/j.irfa.2015.01.015openalex-snapshot

Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis

inferredcites →https://doi.org/10.1016/j.jbankfin.2010.07.021openalex-snapshot

Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?

inferredcites →https://doi.org/10.1016/j.jbankfin.2015.07.008openalex-snapshot

Financialization in commodity markets: A passing trend or the new normal?

inferredcites →https://doi.org/10.1016/j.jcomm.2017.08.001openalex-snapshot

Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets

inferredcites →https://doi.org/10.1016/j.resourpol.2016.06.008openalex-snapshot

Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis

inferredcites →https://doi.org/10.1016/j.resourpol.2016.06.011openalex-snapshot

Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets

inferredcites →https://doi.org/10.1016/j.ribaf.2013.11.002openalex-snapshot

Internal and external spillover effects for the BRIC countries: Multivariate GARCH-in-mean approach

inferredcites →https://doi.org/10.1016/j.ribaf.2015.10.011openalex-snapshot

Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis

inferredcites →https://doi.org/10.1016/j.ribaf.2017.07.105openalex-snapshot

Spillover effect of US dollar on the stock indices of BRICS

inferredcites →https://doi.org/10.1016/s0304-405x(00)00073-8openalex-snapshot

Do stock market liberalizations cause investment booms?

inferredcites →https://doi.org/10.1016/s1566-0141(02)00045-6openalex-snapshot

Research in emerging markets finance: looking to the future

inferredcites →https://doi.org/10.1017/s0022109000003446openalex-snapshot

Characterizing World Market Integration through Time

inferredcites →https://doi.org/10.1080/13504851.2016.1150939openalex-snapshot

Spillover effects of the 2008 financial crisis on NIE stock markets

inferredcites →https://doi.org/10.1093/rfs/11.4.817openalex-snapshot

Modeling Asymmetric Comovements of Asset Returns

inferredcites →https://doi.org/10.1093/rfs/3.1.5openalex-snapshot

Transmission of Volatility between Stock Markets

inferredcites →https://doi.org/10.1111/j.1468-0297.2008.02208.xopenalex-snapshot

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

inferredcites →https://doi.org/10.1111/jofi.12408openalex-snapshot

A Model of Financialization of Commodities

inferredcites →https://doi.org/10.11130/jei.2007.22.2.369openalex-snapshot

Analysis of Mean and Volatility Spillovers Using BRIC Countries, Regional and World Equity Index Returns

inferredcites →https://doi.org/10.2139/ssrn.2496751openalex-snapshot

Time Varying Volatility Indexes and Their Determinants: Evidence from Developed and Emerging Stock Markets

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4621008openalex-extracted

Financial contagion and volatility spillover financial stock market: The statistical review of literature

inferred← citeshttps://doi.org/10.1002/ijfe.70080openalex-snapshot

Economic Growth and Equity Returns Revisited—New Evidence in the Time and Frequency Domain

inferred← citeshttps://doi.org/10.1002/pa.2265openalex-snapshot

Dynamic Connectedness among BRICS and Major Countries Stock Markets

inferred← citeshttps://doi.org/10.1007/978-981-95-8801-5_3openalex-snapshot

Globalization-Driven Structural Transformation in BRICS Economies: Trade Competitiveness, Technological Innovation, and Intra-Bloc Dependency Dynamics

inferred← citeshttps://doi.org/10.1007/s10690-023-09399-7openalex-snapshot

Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR

inferred← citeshttps://doi.org/10.1007/s10690-024-09506-2openalex-snapshot

Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19

inferred← citeshttps://doi.org/10.1007/s11356-024-32718-yopenalex-snapshot

Technological innovation, militarization, and environmental change: evidence from BRICS economies

inferred← citeshttps://doi.org/10.1007/s40622-023-00368-7openalex-snapshot

Symmetric and asymmetric volatility spillover among BRICS countries' stock markets

inferred← citeshttps://doi.org/10.1016/j.frl.2025.107038openalex-snapshot

Forecasting the BRICS stock returns with best subset regressions

inferred← citeshttps://doi.org/10.1016/j.iref.2024.03.042openalex-snapshot

Risk synchronization in Australia stock market: A sector analysis

inferred← citeshttps://doi.org/10.1016/j.irfa.2022.102035openalex-snapshot

A bibliometric review of financial market integration literature

inferred← citeshttps://doi.org/10.1016/j.irfa.2025.104321openalex-snapshot

Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?

inferred← citeshttps://doi.org/10.1016/j.jeca.2023.e00303openalex-snapshot

Quantile and asymmetric return connectedness among BRICS stock markets

inferred← citeshttps://doi.org/10.1016/j.najef.2023.101967openalex-snapshot

COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective

inferred← citeshttps://doi.org/10.1016/j.najef.2023.102062openalex-snapshot

Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries

inferred← citeshttps://doi.org/10.1016/j.pacfin.2021.101653openalex-snapshot

Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region

inferred← citeshttps://doi.org/10.1016/j.qref.2021.10.004openalex-snapshot

Does inter-region portfolio diversification pay more than the international diversification?

inferred← citeshttps://doi.org/10.1016/j.resourpol.2021.102002openalex-snapshot

Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies

inferred← citeshttps://doi.org/10.1016/j.resourpol.2022.103108openalex-snapshot

Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices

inferred← citeshttps://doi.org/10.1016/j.ribaf.2026.103403openalex-snapshot

Green cryptocurrencies and portfolio diversification in lesser-developed economies

inferred← citeshttps://doi.org/10.1080/1540496x.2025.2486677openalex-snapshot

Can Bitcoin and Gold Have Dynamic Hedging and Safe Haven Capabilities Against the BRICS Plus Stock Market Indices During Global Crises? An Evidence from a Time-Varying Copula Approach

inferred← citeshttps://doi.org/10.1080/17520843.2021.1947614openalex-snapshot

Dynamic spillover effect and hedging between the gold price and key financial assets. New evidence from Vietnam

inferred← citeshttps://doi.org/10.1108/jeas-10-2022-0236openalex-snapshot

An analysis of stock markets integration and dynamics of volatility spillover in emerging nations

inferred← citeshttps://doi.org/10.1111/joes.70172openalex-snapshot

Global Stock Market Linkages: A Systematic Bibliometric Review and Thematic Synthesis (1988–2025)

inferred← citeshttps://doi.org/10.1177/09721509221114699openalex-snapshot

Integration and Volatility Spillover Among Environmental, Social and Governance Indices: Evidence from BRICS Countries

inferred← citeshttps://doi.org/10.1177/09722629231212107openalex-snapshot

Volatility Spillover Among the Sustainable Indices of Emerging Markets: Evidence from Pre-COVID and COVID Periods

inferred← citeshttps://doi.org/10.1177/09726527231154100openalex-snapshot

Better to Give than to Receive: A Study of BRICS Countries Stock Markets

inferred← citeshttps://doi.org/10.1186/s40854-024-00733-0openalex-snapshot

Financial integration and economic growth: impact of renewable energy investments, technology transfer, and climate change on Europe and central Asian economies

inferred← citeshttps://doi.org/10.1371/journal.pone.0271088openalex-snapshot

Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis

inferred← citeshttps://doi.org/10.26794/2587-5671-2025-29-5-178-187openalex-snapshot

Integration Among the Socially Responsible Investment, Green, Dirty, and Energy Cryptocurrencies: A Portfolio Diversification Perspective

inferred← citeshttps://doi.org/10.31737/2221-2264-2022-54-2-6openalex-snapshot

Volatility spillover between the Russia–India–China triad and the United States: A multivariate generalized autoregressive conditional heteroscedasticity analysis

inferred← citeshttps://doi.org/10.3390/e27050533openalex-snapshot

Network Risk Diffusion and Resilience in Emerging Stock Markets

inferred← citeshttps://doi.org/10.3390/jrfm16120495openalex-snapshot

Global Financial Market Integration: A Literature Survey

inferred← citeshttps://doi.org/10.52932/jfm.vi1.294openalex-snapshot

Phân tích biến động giá và rủi ro của thị trường chứng khoán ASEAN-6: Bằng chứng thực nghiệm trước và trong thời kỳ covid-19

Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.