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
Authors:	Das, Runumi ; Debnath, Arabinda
Subject:	stock \| stock indices \| foreign exchange \| volatility \| volatility spillover \| NSE \| TGARCH \| VAR-BEKK-GARCH \| Volatilität \| Volatility \| Spillover-Effekt \| Spillover effect \| Indien \| India \| Coronavirus \| Aktienmarkt \| Stock market \| Wechselkurs \| Exchange rate \| Welt \| World \| ARCH-Modell \| ARCH model \| Aktienindex \| Stock index

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