Dynamic connectedness and spillovers across sectors : evidence from the Indian stock market
Ioannis Chatziantoniou, David Gabauer, Hardik A. Marfatia
| Year of publication: |
2022
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| Authors: | Chatziantoniou, Ioannis ; Gabauer, David ; Marfatia, Hardik A. |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9485, ZDB-ID 1473829-6. - Vol. 69.2022, 3, p. 283-300
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| Subject: | dynamic connectedness | emerging markets | sectoral spillover | stock market returns | TVP-VAR | variance decomposition | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Indien | India | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Volatilität | Volatility | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/sjpe.12291 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013384702