Analyzing the COVID-19 pandemic volatility spillover influence on the collaboration of foreign and Indian stock markets
Runumi Das, Arabinda Debnath
Year of publication: |
2022
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Authors: | Das, Runumi ; Debnath, Arabinda |
Published in: |
Revista finanzas y política económica. - Bogotà : [Verlag nicht ermittelbar], ISSN 2011-7663, ZDB-ID 2721449-7. - Vol. 14.2022, 2, p. 411-452
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Subject: | stock | stock indices | foreign exchange | volatility | volatility spillover | NSE | TGARCH | VAR-BEKK-GARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Coronavirus | Indien | India | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Welt | World | Aktienindex | Stock index |
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