Member states’ pact and industry co-movements in the BRICS markets

C-Tier
Journal: Applied Economics
Year: 2017
Volume: 49
Issue: 4
Pages: 313-334

Authors (3)

Chien-Chiang Lee (City University of Macao) Mei-Ping Chen (not in RePEc) Erh-Yin Sun (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Through the existence of supply chain relationships among BRICS (Brazil, Russia, India, China and South Africa), we explore the industry return co-movements of the BRICS markets and the impacts of BRICS-related events on the time-varying conditional correlation and volatility. We find that BRICS-related events have increased industry co-movements and substantially reduced volatility. An asymmetry in industry return co-movements shows a strong response to good news. The first formal BRICS summit in 2009 is the most dominant event influencing BRICS industry co-movements, while there is a significant decline in correlations during the 2013 BRICS event. The financial industries of BRICS have the highest co-movements among sampled industries.

Technical Details

RePEc Handle
repec:taf:applec:v:49:y:2017:i:4:p:313-334
Journal Field
General
Author Count
3
Added to Database
2026-01-25