Examining intersector risk synchronization in the Indian stock market : evidence from a time-varying connectedness approach
P. Vairasigamani and S. Amilan
| Year of publication: |
2024
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|---|---|
| Authors: | Vairasigamani, P. ; Amilan S |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1246, ZDB-ID 2701678-X. - Vol. 13.2024, 4, p. 17-41
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| Subject: | sectoral connectedness | volatility spillover | time-varying parameter vector autoregression (TVP-VAR) | Covid-19 | Russia–Ukraine conflict | Silicon Valley Bank | Volatilität | Volatility | VAR-Modell | VAR model | Indien | India | Coronavirus | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2025.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015458657