1.University School of Applied Management, Punjabi University, Patiala, Punjab, India ;2.University School of Management Studies, Punjabi University, Patiala, Punjab, India ;3.303-C, Rajguru Nagar, Ludhiana, 141012, Punjab, India ;
Abstract:
Journal of Quantitative Economics - The present study is the first of its kind capturing information transmissions among the US and BRIC equity markets through the creation of a total spillover...