Asymptotic dependence modelling of the brics stock markets

HIGHLIGHTS

  • who: Caston Sigauke and colleagues from the Department of Mathematical and Computational Sciences, University of Venda, Private Bag , have published the Article: Asymptotic Dependence Modelling of the BRICS Stock Markets, in the Journal: (JOURNAL)
  • what: This study shows varying levels of low extremal dependence structure whose outcomes are highly beneficial to investors portfolio managers and other market participants interested in maximising investment returns and gains. In the current study, the impact of monetary policy on stock market returns, the interdependence of stock market returns during turmoils and normal periods, including the interdependence of developed economies . . .

     

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