Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Year of publication: |
2024
|
---|---|
Authors: | Subburayan, Baranidharan |
Published in: |
The journal of corporate accounting & finance. - Chichester [u.a.] : Wiley InterScience, ISSN 1097-0053, ZDB-ID 2054493-5. - Vol. 35.2024, 1, p. 59-75
|
Subject: | bank stocks | BSE Bankex | causality | GARCH | volatility spillover | Volatilität | Volatility | Bank | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Großbritannien | United Kingdom | Aktienindex | Stock index |
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