Dynamic volatility spillover across stock markets of India and its trading partners : an empirical investigation
Ruchika Kaura, Namita Rajput
| Year of publication: |
2023
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|---|---|
| Authors: | Kaura, Ruchika ; Rajput, Namita |
| Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 26.2023, 1, p. 84-109
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| Subject: | volatility spillover | financial markets | DCC-GARCH model | India | EGARCH model | Volatilität | Volatility | Indien | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEBR.2023.131784 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014309309