Economic policy uncertainty versus sector volatility : evidence from India using multi-scale wavelet Granger causality analysis
Vamsidhar Ambatipudi and Dilip Kumar
| Year of publication: |
2022
|
|---|---|
| Authors: | Ambatipudi, Vamsidhar ; Kumar, Dilip |
| Subject: | COVID-19 period | Economic policy uncertainty | global financial crisis | Granger causality test | sector volatility | wavelet coherence analysis | Volatilität | Volatility | Kausalanalyse | Causality analysis | Indien | India | Wirtschaftspolitik | Economic policy | Finanzkrise | Financial crisis | Coronavirus | Wirkungsanalyse | Impact assessment | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/09726527221078352 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013256889