Chow, Sheung-Chi; Gupta, Rangan; Suleman, Tahir; Wong, Wing-Keung
(Lifescience Global, 2019)
We examine co-movement and predictability of Bond Spread of BRICS and PIIGS with respect to political risk
(PR), financial risk (FR), and economic risk (ER). Our linear Granger causality findings imply that PR is the ...