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   The interconnectedness and spillover effects among economic uncertainty, energy-related risks and sovereign risk in BRICS economies

   Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Pascal Xavier Gnagne --- School of Economics, University of Johannesburg, South Africa Beatrice D. Simo-Kengne --- School of Economics, University of Johannesburg, South Africa Mathias Mandla Manguzvane --- School of Economics, University of Johannesburg, South Africa

   Emerging economies experiencing energy-intensive growth face increased energy price volatility, which could fuel macroeconomic instability with possible implications on their debt repayment capacity. This study implements a quantile vector autoregressive model on a dataset collected between April 2011 and July...

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