1 document found, page 1 of 1

Sort by Issue Date
go first page go previous page
go to page: 1
go next page go last page
rss feed search results

Dynamic Cross-Correlation Between BRICS Markets, Commodities and Green Bonds

Eder J. A. L. Pereira; Letícia S. Anjos; Paulo Ferreira; Derick D. Quintino; Dora Almeida

This paper evaluated the cross-correlation between the BRICS (Brazil, Russia, India, China and South Africa) markets with commodities and green bonds. For this purpose, the detrended moving-average cross-correlation coefficient (ρDMCA) was used, based on a sliding windows approach, with data covering a sample before the COVID-19 pandemic, during the COVID-19 pandemic and after Russia invaded Ukraine. The result...

Date: 2025   |   Origin: Instituto Politécnico de Portalegre
More info.
go first page go previous page
go to page: 1
go next page go last page
rss feed search results

1 Results

Queried text

Refine Results

Author






Date


Document Type


Access rights


Resource


Subject