Are Indian markets insulated from the impact of cryptocurrencies? : unveiling the volatility linkages through multi-index dynamic multivariate GARCH analysis
Robin Thomas
| Year of publication: |
2024
|
|---|---|
| Authors: | Thomas, Robin |
| Subject: | cryptocurrency | DCC-GARCH | dynamic correlations | indian stock market indices | volatility spillover | Volatilität | Volatility | Indien | India | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Korrelation | Correlation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ecno.12246 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135547