Causal interactions and financial contagion among the BRICS stock markets under rare events: A Liang causality analysis

DOI Number:10.1108/IJOEM-01-2023-0055

Affiliation of Author(s):管理工程学院

Journal:International Journal of Emerging Markets

Funded by:江苏省社科基金、国家自然科学基金、教育部人文社会科学基金

Key Words:Financial systems, Financial risk and risk management, Liang causality analysis, Financial contagion, Emerging markets

All the Authors:Sun Jingjing,Wei Guo,Chang Ching-Ter

First Author:Lu Xunfa

Indexed by:Journal paper

Discipline:Economics

Document Type:J

Volume:20

Issue:5

Page Number:2014-2041

Translation or Not:no

Date of Publication:2025-04-22

Included Journals:SSCI

Publication links:https://www.emeraldgrouppublishing.com/journal/ijoem