NEHA GUPTA, KISHAN NIGAM. Volatility Spillovers Between Oil Prices, Exchange Rates, and Stock Markets in BRICS Countries: A Time-Varying Analysis Using DCC-GARCH Framework. European Economic Letters (EEL), [S. l.], v. 15, n. 4, p. 2450–2459, 2025. DOI: 10.52783/eel.v15i4.4072. Disponível em: https://www.eelet.org.uk/index.php/journal/article/view/4072. Acesso em: 29 apr. 2026.