---
title: Volatility Spillovers among BRICS Stock Markets
url: https://www.ml-quant.com/papers/repec/sae-emffin-v-22-y-2023-i-2-p-164-188/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:sae:emffin:v:22:y:2023:i:2:p:164-188
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F09726527231154100%3Bh%3Drepec%3Asae%3Aemffin%3Av%3A22%3Ay%3A2023%3Ai%3A2%3Ap%3A164-188
featured: 2023-06-07
citations: unknown
topic: Derivatives & Volatility
---


# Volatility Spillovers among BRICS Stock Markets

Own volatility spillover is higher than cross-market spillover among BRICS countries' stock markets.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fjournals.sagepub.com%2Fdoi%2F10.1177%2F09726527231154100%3Bh%3Drepec%3Asae%3Aemffin%3Av%3A22%3Ay%3A2023%3Ai%3A2%3Ap%3A164-188
- Identifier: RePEc:sae:emffin:v:22:y:2023:i:2:p:164-188
- Released: 2023-06-07
- First featured: Quant Letter No. 3 (2023-06-07): https://www.ml-quant.com/issues/2023-06-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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