The Experts below are selected from a list of 7713 Experts worldwide ranked by ideXlab platform
Duc Khuong Nguyen - One of the best experts on this subject based on the ideXlab platform.
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exchange rate movements and stock market returns in a regime switching environment evidence for BRICS Countries
Research in International Business and Finance, 2014Co-Authors: Walid Chkili, Duc Khuong NguyenAbstract:We use a regime-switching model approach to investigate the dynamic linkages between the exchange rates and stock market returns for the BRICS Countries (Brazil, Russia, India, China and South Africa). The univariate analysis indicates that stock returns of the BRICS Countries evolve according to two different regimes: a low volatility regime and a high volatility regime. On the other hand, our evidence from Markov switching VAR models suggests that stock markets have more influence on exchange rates during both calm and turbulent periods. These empirical insights have important implications for portfolio investments and currency risk hedging.
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exchange rate movements and stock market returns in a regime switching environment evidence for BRICS Countries
2014Co-Authors: Walid Chkili, Duc Khuong NguyenAbstract:We use a regime-switching model approach to investigate the dynamic linkages between the exchange rates and stock market returns for the BRICS Countries (Brazil, Russia, India, China and South Africa). The univariate analysis indicates that stock returns
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do global factors impact BRICS stock markets a quantile regression approach
2014Co-Authors: Walid Mensi, Shawkat Hammoudeh, Juan C Reboredo, Duc Khuong NguyenAbstract:This paper examines the dependence structure between the emerging stock markets of the BRICS Countries (Brazil, Russia, India, China and South Africa) and influential global factors (the S&P 500 index, the commodity markets, the global stock market uncert
Walid Chkili - One of the best experts on this subject based on the ideXlab platform.
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exchange rate movements and stock market returns in a regime switching environment evidence for BRICS Countries
Research in International Business and Finance, 2014Co-Authors: Walid Chkili, Duc Khuong NguyenAbstract:We use a regime-switching model approach to investigate the dynamic linkages between the exchange rates and stock market returns for the BRICS Countries (Brazil, Russia, India, China and South Africa). The univariate analysis indicates that stock returns of the BRICS Countries evolve according to two different regimes: a low volatility regime and a high volatility regime. On the other hand, our evidence from Markov switching VAR models suggests that stock markets have more influence on exchange rates during both calm and turbulent periods. These empirical insights have important implications for portfolio investments and currency risk hedging.
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exchange rate movements and stock market returns in a regime switching environment evidence for BRICS Countries
2014Co-Authors: Walid Chkili, Duc Khuong NguyenAbstract:We use a regime-switching model approach to investigate the dynamic linkages between the exchange rates and stock market returns for the BRICS Countries (Brazil, Russia, India, China and South Africa). The univariate analysis indicates that stock returns
Jue Liu - One of the best experts on this subject based on the ideXlab platform.
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covid 19 pandemic in BRICS Countries and its association with socio economic and demographic characteristics health vulnerability resources and policy response
Infectious Diseases of Poverty, 2021Co-Authors: Jingmin Zhu, Wenxin Yan, Lin Zhu, Jue LiuAbstract:Little attention has been paid to the comparison of COVID-19 pandemic responses and related factors in BRICS (Brazil, Russia, India, China, and South Africa) Countries. We aimed at evaluating the association of daily new COVID-19 cases with socio-economic and demographic factors, health vulnerability, resources, and policy response in BRICS Countries. We conducted a cross-sectional study using data on the COVID-19 pandemic and other indicators of BRICS Countries from February 26, 2020 to April 30, 2021. We compared COVID-19 epidemic in BRICS Countries and analyzed related factors by log-linear Generalized Additive Model (GAM) models. In BRICS Countries, India had the highest totally of confirmed cases with 18.76 million, followed by Brazil (14.45 million), Russia (4.81 million), and South Africa (1.58 million), while China (0.10 million) had the lowest figure. South Africa had the lowest rate of administered vaccine doses (0.18 million) among BRICS Countries as of April 30, 2021. In the GAM model, a 1 unit increase in population density and policy stringency index was associated with a 5.17% and 1.95% growth in daily new COVID-19 cases (P < 0.001), respectively. Exposure–response curves for the effects of policy stringency index on daily new cases showed that there was a rapid surge in number of daily new COVID-19 cases when the index ranged from 0 to 45. The number of infections climbed slowly when the index ranged from 46 to 80, and decreased when the index was above 80 (P < 0.001). In addition, daily new COVID-19 cases (all P < 0.001) were also correlated with life expectancy at birth (-1.61%), extreme poverty (8.95%), human development index (-0.05%), GDP per capita (-0.18%), diabetes prevalence (0.66%), proportion of population aged 60 and above (2.23%), hospital beds per thousand people (-0.08%), proportion of people with access to improved drinking water (-7.40%), prevalence of open defecation (0.69%), and annual tourist/visitor arrivals (0.003%), after controlling other confounders. Different lag structures showed similar results in the sensitivity analysis. Strong policy response is crucial to control the pandemic, such as effective containment and case management. Our findings also highlighted the importance of reducing socio-economic inequalities and strengthening the resilience of health systems to better respond to public health emergencies globally.
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COVID-19 pandemic in BRICS Countries and its association with socio-economic and demographic characteristics, health vulnerability, resources, and policy response
'Springer Science and Business Media LLC', 2021Co-Authors: Jingmin Zhu, Wenxin Yan, Lin Zhu, Jue LiuAbstract:Abstract Background Little attention has been paid to the comparison of COVID-19 pandemic responses and related factors in BRICS (Brazil, Russia, India, China, and South Africa) Countries. We aimed at evaluating the association of daily new COVID-19 cases with socio-economic and demographic factors, health vulnerability, resources, and policy response in BRICS Countries. Methods We conducted a cross-sectional study using data on the COVID-19 pandemic and other indicators of BRICS Countries from February 26, 2020 to April 30, 2021. We compared COVID-19 epidemic in BRICS Countries and analyzed related factors by log-linear Generalized Additive Model (GAM) models. Results In BRICS Countries, India had the highest totally of confirmed cases with 18.76 million, followed by Brazil (14.45 million), Russia (4.81 million), and South Africa (1.58 million), while China (0.10 million) had the lowest figure. South Africa had the lowest rate of administered vaccine doses (0.18 million) among BRICS Countries as of April 30, 2021. In the GAM model, a 1 unit increase in population density and policy stringency index was associated with a 5.17% and 1.95% growth in daily new COVID-19 cases (P
Imam Ghozali - One of the best experts on this subject based on the ideXlab platform.
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the impact of fossil and renewable energy consumption on the economic growth in brazil russia india china and south africa
International Journal of Energy Economics and Policy, 2017Co-Authors: Hadi Sasana, Imam GhozaliAbstract:The energy consumption of the developing Countries such as Brazil, Russia, India, China and South Africa (BRICS) continues to rise as the economic growth increases. The aim of this study was to analyze the effect of the consumption of the fossil fuels (coal, petroleum, and natural gas) and the renewable energy to the economic growth in the five BRICS Countries. The analysis tool used was multiple linear regression using Fixed Effect Model (FEM) Method and panel data on time series from 1995 to 2014.The results showed that the consumption of fossil energy, especially coal energy, positively and significantly affects the economic growth in the BRICS Countries. However the renewable energy consumption a negatively affects the economic growth in the BRICS Countries.
Khalid Zaman - One of the best experts on this subject based on the ideXlab platform.
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environmental kuznets curve among BRICS Countries spot lightening finance transport energy and growth factors
Journal of Cleaner Production, 2017Co-Authors: Abdelmohsen A Nassani, Abdullah Mohammed Aldakhil, Muhammad Moinuddin Qazi Abro, Khalid ZamanAbstract:Abstract The environmental sustainability reforms considered the highly successful factor for the Countries that devoted for green investment in transportation, financial activities, energy demand, and growth factors. This challenging task is monetized by fair environmental policies that integrated with the Countries action plans. BRICS Countries is no exception, that wider accepted this environmental task and provoked the need of healthy investment for sustainable growth. This study reviewed finance, transport, energy, and growth factors under Environmental Kuznets Curve (EKC) framework in a panel of BRICS Countries by utilizing a consistent time series data from 1990 to 2015. The study employed panel fixed effect regression to observe unmodeled heterogeneity among the cross-section identifiers that vary over a period of time. The results show that transport services and industry value added (INDVAD) both escalate fossil fuel (FFUEL) energy consumption while financial factors, environmental prices, and renewable energy consumption (REC) decreases fossil energy in a region. Bank capital, broad money supply, domestic credit, railways goods transported, travel services, and INDVAD considerably increases nitrous oxide emissions (N 2 O) whereas; REC significantly decreases N 2 O emissions in a panel of Countries. Greenhouse gas (GHG) emissions affected by domestic credit, railways goods transported, travel services, and INDVAD. There is a monotonic decreasing relationships between i) per capita income and FFUEL energy, ii) railways passenger carried and N 2 O emissions, iii) REC and GHG emissions, and iv) income and N 2 O emissions, whereas; there is an inverted U-shaped relationship between broad money supply and N 2 O emissions and U-shaped relationships between per capita income and GHG emissions. The panel causality tests confirmed the bidirectional relationship between financial indicators and railways transportation, while bank capital Granger cause FFUEL energy, per capita income, INDVAD, and REC (but not other way around) in a panel of BRICS Countries. The inter-temporal relationships show that bank capital, INDVAD, and price level will largely affect FFUEL energy, N 2 O emissions, and GHG emissions respectively, for the next 10 years period. The results of the study emphasized the need of ‘green policy instruments’ that should be connected with the country’s policies and program for sustained growth.
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dynamic linkages among energy consumption environment health and wealth in BRICS Countries green growth key to sustainable development
Renewable & Sustainable Energy Reviews, 2016Co-Authors: Khalid Zaman, Alias Bin Abdullah, Anwar Khan, Mohammad Rusdi Mohd Nasir, Tengku Adeline Adura Tengku Hamzah, Saddam HussainAbstract:Abstract The objective of the study is to examine the four pillars of green growth (or green environment) i.e., energy, environment, health and wealth in BRICS Countries namely, Brazil, Russia, India, China, and South Africa, over the period of 1975–2013. The study examines the relationship between energy consumption, environment, health and its resulting impact on BRICS׳ economic growth. The study used three environmental variables (i.e., agricultural technology, carbon dioxide emissions and population density), three energy sources (i.e., nuclear energy consumption, electricity production from renewable sources and combustible renewable & waste), two health proxies (i.e., fertility rate, total i.e., births per woman, and infant mortality rate) and GDP per capita for economic growth. These variables were selected due to the vital importance in the BRICS nations. The overall results indicate that environmental variables have a deleterious effect on the BRICS economic growth, while energy sources significantly increases economic growth in the Countries. Health expenditures and infrastructure required proper care of fertility and mortality related health issues in the BRICS Countries. The results emphasized the importance of green growth and sustainable developmental policies that help to expedite growth process and welfare of the Countries.