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.
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.
If the embedded viewer is unavailable, open the report PDF or download it.