{"id":"https://openalex.org/W4360981007","doi":"https://doi.org/10.1007/s10690-023-09399-7","title":"Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR","display_name":"Macroeconomic Response to BRICS Countries Stock Markets Using Panel VAR","publication_year":2023,"publication_date":"2023-03-09","ids":{"openalex":"https://openalex.org/W4360981007","doi":"https://doi.org/10.1007/s10690-023-09399-7"},"language":"en","primary_location":{"id":"doi:10.1007/s10690-023-09399-7","doi":"https://doi.org/10.1007/s10690-023-09399-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10690-023-09399-7","pdf_url":null,"source":{"id":"https://openalex.org/S116955675","display_name":"Asia-Pacific Financial Markets","issn_l":"1380-2011","issn":["1380-2011","1387-2834","1573-6946","2213-1264"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Asia-Pacific Financial Markets","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103241062","display_name":"Babita Panda","orcid":"https://orcid.org/0000-0003-1721-733X","observed_orcids":["https://orcid.org/0000-0003-1721-733X"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Babita Panda","raw_affiliation_strings":["Pillai HOC College of Arts, Science and Commerce, Rasayani, Raigad, Maharashtra, 410222, India"],"raw_orcid":"https://orcid.org/0000-0003-1721-733X","affiliations":[{"raw_affiliation_string":"Pillai HOC College of Arts, Science and Commerce, Rasayani, Raigad, Maharashtra, 410222, India","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5009930710","display_name":"Ajaya Kumar Panda","orcid":"https://orcid.org/0000-0002-4260-5599","observed_orcids":["https://orcid.org/0000-0002-4260-5599"]},"institutions":[{"id":"https://openalex.org/I864998749","display_name":"Indian Institute of Management Mumbai","ror":"https://ror.org/05q2acf12","country_code":"IN","type":"education","lineage":["https://openalex.org/I864998749"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Ajaya Kumar Panda","raw_affiliation_strings":["National Institute of Industrial Engineering (NITIE), Powai, Mumbai, Maharashtra, 400087, India"],"raw_orcid":"https://orcid.org/0000-0002-4260-5599","affiliations":[{"raw_affiliation_string":"National Institute of Industrial Engineering (NITIE), Powai, Mumbai, Maharashtra, 400087, India","institution_ids":["https://openalex.org/I864998749"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078849010","display_name":"Pradiptarathi Panda","orcid":"https://orcid.org/0000-0003-1262-8148","observed_orcids":["https://orcid.org/0000-0003-1262-8148"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Pradiptarathi Panda","raw_affiliation_strings":["National Institute of Securities Markets (NISM), SEBI Road, Patalganga, Rasayani, Raigad, Maharashtra, 410222, India"],"raw_orcid":"https://orcid.org/0000-0003-1262-8148","affiliations":[{"raw_affiliation_string":"National Institute of Securities Markets (NISM), SEBI Road, Patalganga, Rasayani, Raigad, Maharashtra, 410222, India","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5103241062"],"corresponding_institution_ids":[],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":2.0634,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.87688846,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":97},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9437999725341797,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9437999725341797,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.04529999941587448,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0034000000450760126,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/macroeconomic-determinants-of-stock-returns","display_name":"macroeconomic determinants of stock returns","score":0.8809999823570251},{"id":"https://openalex.org/keywords/brics-stock-markets","display_name":"BRICS stock markets","score":0.9779999852180481},{"id":"https://openalex.org/keywords/economic-policy-uncertainty","display_name":"economic policy uncertainty","score":0.7409999966621399},{"id":"https://openalex.org/keywords/crude-oil-volatility","display_name":"crude oil volatility","score":0.9269999861717224},{"id":"https://openalex.org/keywords/exchange-rates","display_name":"exchange rates","score":0.824999988079071},{"id":"https://openalex.org/keywords/inflation","display_name":"inflation","score":0.7379999756813049},{"id":"https://openalex.org/keywords/foreign-portfolio-investment","display_name":"foreign portfolio investment","score":0.9990000128746033},{"id":"https://openalex.org/keywords/economic-growth","display_name":"economic growth","score":0.8840000033378601},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.6359999775886536}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.783207893371582},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.5361769795417786},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.523632287979126},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.5211501121520996},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.5145744681358337},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.49474474787712097},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.4766063094139099},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.47340211272239685},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4431537091732025},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.4301702678203583},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.4171576499938965},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.410269558429718},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35377785563468933},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3377779722213745},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1043749451637268},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10690-023-09399-7","doi":"https://doi.org/10.1007/s10690-023-09399-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10690-023-09399-7","pdf_url":null,"source":{"id":"https://openalex.org/S116955675","display_name":"Asia-Pacific Financial Markets","issn_l":"1380-2011","issn":["1380-2011","1387-2834","1573-6946","2213-1264"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Asia-Pacific Financial Markets","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-023-09399-7","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10690-023-09399-7","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.6452000141143799,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W1484159650","https://openalex.org/W1563530820","https://openalex.org/W1583013028","https://openalex.org/W1656910433","https://openalex.org/W2000184015","https://openalex.org/W2015800048","https://openalex.org/W2018932697","https://openalex.org/W2019459021","https://openalex.org/W2048192464","https://openalex.org/W2053844660","https://openalex.org/W2059548532","https://openalex.org/W2064420728","https://openalex.org/W2089780443","https://openalex.org/W2091793213","https://openalex.org/W2113987286","https://openalex.org/W2119785291","https://openalex.org/W2169087977","https://openalex.org/W2270069049","https://openalex.org/W2523538887","https://openalex.org/W2993386973","https://openalex.org/W2996070906","https://openalex.org/W3018269631","https://openalex.org/W3121806304","https://openalex.org/W3123926505","https://openalex.org/W4238061293","https://openalex.org/W4243838916","https://openalex.org/W4300841285"],"related_works":["https://openalex.org/W2921513164","https://openalex.org/W7046562444","https://openalex.org/W2292342181","https://openalex.org/W2325103911","https://openalex.org/W7084616860","https://openalex.org/W2308445916","https://openalex.org/W3204996167","https://openalex.org/W4399995107","https://openalex.org/W4256192491","https://openalex.org/W3033966422"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":2}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2023-03-30T00:00:00"}
