Asian Academy of Management Journal of Accounting and Finance 投稿经验-刊鹿论文编译

Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis

Abstract:

We investigate the changes in the co-movement dynamics in the stock market returns of Brazil, Russia, India, China and South Africa (BRICS) with that of US during pre and post-global financial crisis (GFC). The stock returns of BRICS and the US markets over the period of 1999A±2016 are analysed using wavelet transformation, with equal time phase of eight years on both sides of GFC. We find the existence of co-movement at both high and low frequencies. In addition, the contagion effect is also noted around the GFC year 2008. Further we also report that despite the high correlation of BRICS portfolio, it facilitates asset diversification benefits in the medium run. Finally, there is significant changes in correlation dynamics for Russia and China during post-GFC period, whereas the multiple correlations dynamics amongst BRICS markets remain unchanged.

Author Listing： M. Kannadhasan;Debojyoti Das

Volume： 15

Pages： 1-25

DOI： 10.21315/aamjaf2019.15.1.1

Language： English

Journal： Asian Academy of Management Journal of Accounting and Finance

Asian Academy of Management Journal of Accounting and Finance

ASIAN ACAD MANAG J A

影响因子：0.5

是否综述期刊：否

是否OA：是

是否预警：不在预警名单内

发行时间：-

ISSN：1823-4992

发刊频率：-

收录数据库：ESCI/Scopus收录/DOAJ开放期刊

出版国家/地区：Malaysia

出版社：Universiti Sains Malaysia

期刊介绍

年发文量	20
国人发稿量	6
国人发文占比	30%
自引率	0.0%
平均录取率	-
平均审稿周期	20 Weeks
版面费	-
偏重研究方向	BUSINESS, FINANCE-
期刊官网	http://web.usm.my/journal/aamjaf
投稿链接	-

质量指标占比

研究类文章占比	OA被引用占比	撤稿占比	出版后修正文章占比
100.00%	98.33%	-	-

预警情况

时间	预警情况
2025年03月发布的2025版	不在预警名单中
2024年02月发布的2024版	不在预警名单中
2023年01月发布的2023版	不在预警名单中
2021年12月发布的2021版	不在预警名单中
2020年12月发布的2020版	不在预警名单中

JCR分区 WOS分区等级：Q4区

版本	按学科	分区
WOS期刊SCI分区（2021-2022年最新版）
	BUSINESS, FINANCE	Q4

中科院分区

版本	大类学科	小类学科	Top期刊	综述期刊
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