Marathe, S.R.; Parab, S.G.; Popkar, S.; Bandekar, B.N.; Pandhre. S.S.
(Investment Management and Financial Innovations. 22(3); 2025; 64-76.)
This study examines the impact of crude oil price shocks on stock market efficiency and volatility spillovers across BRICS countries (Brazil, Russia, India, China, and South Africa) using 6,275 daily observations from April ...