Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Book Chapter Book Chapter Faculty Publications- Book Chapter Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Analyzing Risk-Return Trade-Offs Using ARCH and GARCH Models of the BRICS Countries Subject The topic of the resource ARCH; BRICS; GARCH; NIFTY; Volatility Description An account of the resource This study investigates financial markets in BRICS nations (Brazil, Russia, India, China, and South Africa) from 2003 to 2023. It examines mean returns, volatility, skewness, and kurtosis, assessing normality and data stationarity. ARCH-GARCH models uncover conditional heteroskedasticity and volatility clustering. It also explores mean reversion and momentum effects in the Nifty and MOEX indices. Findings show negative, near-zero mean returns, except for SSEC, which is modestly positive. Serial correlation suggests past values impact current returns. Volatility varies, with MOEX and SSEC having higher levels. ARCH-GARCH models indicate volatility clustering and non-normal return distributions. Mean reversion and momentum effects are identified in Nifty and MOEX, benefiting investors, financial institutions, and policymakers. This research informs investment strategies, risk management, and financial forecasts in BRICS economies, contributing to the understanding of the global financial landscape and potential contagion effects. The Author(s), under exclusive license to Springer Nature Switzerland AG 2024. Creator An entity primarily responsible for making the resource Shashidhar Yadav J.; Dhaku C.R.; Bhat S.R.; Jagadeesha G.T.; Manjunatha G.; Druvakumar M. Source A related resource from which the described resource is derived Studies in Systems, Decision and Control, Vol-540, pp. 109-119. Publisher An entity responsible for making the resource available Springer Science and Business Media Deutschland GmbH Date A point or period of time associated with an event in the lifecycle of the resource 2024-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/978-3-031-62656-2_11" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/978-3-031-62656-2_11</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85201804347&amp;doi=10.1007%2F978-3-031-62656-2_11&amp;partnerID=40&amp;md5=7ecf0f889d9c364662ec68b68d2cd347" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85201804347&amp;doi=10.1007%2f978-3-031-62656-2_11&amp;partnerID=40&amp;md5=7ecf0f889d9c364662ec68b68d2cd347</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 21984182 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Book chapter Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Shashidhar Yadav J., Department of Commerce, MLA Academy of Higher Learning, Karnataka, Bengaluru, India, School of Business and Management, Christ University, Bangalore, India; Dhaku C.R., Department of Commerce, CHRIST (Deemed to be University), Bengaluru, India, School of Commerce, Finance and Accountancy, Christ University, Bangalore, India; Bhat S.R., Department of Commerce, MLA Academy of Higher Learning, Karnataka, Bengaluru, India, School of Commerce and Management, Alliance Ascent College, Bangalore, India; Jagadeesha G.T., Department of Commerce, Seshadripuram College, Karnataka, Tumakuru, India; Manjunatha G., Department of Commerce, St. Claret College, Karnataka, Bengaluru, India; Druvakumar M., Department of Commerce, Kristu Jayanti College, Karnataka, Bengaluru, India