Re-examining oil and BRICS’ stock markets: new evidence from wavelet and MGARCH-DCC

Muhammad Mahmudul Karim,Mohammad Ashraful Ferdous Chowdhury,Mansur Masih

Re-examining oil and BRICS’ stock markets: new evidence from wavelet and MGARCH-DCC

2021

Muhammad Mahmudul Karim
Mohammad Ashraful Ferdous Chowdhury
Mansur Masih

This study examines how the relationship between oil and stock market return of BRICS behaves at different investment horizons. Using data ranging from 2006 to 2020, the wavelet and MGARCH-DCC foun...

Keywords:

Stock market
Economics
Coronavirus disease 2019
severe acute respiratory syndrome coronavirus 2
stock price
Financial economics
2019 20 coronavirus outbreak
Wavelet

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