Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting

C-Tier

Journal: The World Economy

Year: 2016

Volume: 39

Issue: 11

Pages: 1703-1727

Authors (4)

Shawkat Hammoudeh (not in RePEc) Sang Hoon Kang (not in RePEc) Walid Mensi (not in RePEc) Duc Khuong Nguyen (École de Management Léonard de...)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count