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RESEARCH PAPER EMPIRICAL FINANCE

Currency Risk and Stock Market Returns in the Original BRICS Economies

A detailed monthly study of observed equity index and exchange-rate data in Brazil, Russia, India, China, and South Africa.

2006–2025972 return observations48 pagesLaTeX typeset · 9 figures

Includes source documentation, baseline and market-controlled estimates, event-window analysis, rolling coefficients, limitations, references, and reproducibility appendices. Bloomberg data was unavailable; the study uses Yahoo Finance historical data and MOEX ISS for the Russian index.

Full research reportREPORT.pdf · 48 pages
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