Does the source of oil price shock matter for Indian sectoral stock returns? : A time-frequency approach to analyse dynamic connectedness and spillovers
Sreelakshmi Ramesh, Sabuj Kumar Mandal and Perry Sadorsky
| Year of publication: |
2024
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|---|---|
| Authors: | Ramesh, Sreelakshmi ; Mandal, Sabuj Kumar ; Sadorsky, Perry A. |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 56, p. 7469-7486
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| Subject: | Dynamic connectedness | India | Network analysis | Oil price shocks | sectoral equities | spillover index | Indien | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model | Schock | Shock | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2287552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015133700