A study of spillovers in banking indices of India and the US using VAR-M-GARCH approach
Tushar R. Panigrahi, Sunita Mall, Prasad Patil
| Year of publication: |
2022
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|---|---|
| Authors: | Panigrahi, Tushar Ranjan ; Mall, Sunita ; Patil, Prasad |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 36.2022, 4, p. 1361-1380
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| Subject: | Lag return | VAR | Granger Causality | Spillover | ARCH-LM | MGARCH Model | Banking | India | Indien | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340808