Examining the time varying spillover dynamics of Indian financial indictors from global and local economic uncertainty
Pawan Kumar, Vipul Kumar Singh
| Year of publication: |
2023
|
|---|---|
| Authors: | Kumar, Pawan ; Singh, Vipul Kumar |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 21.2023, 1, p. 99-121
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| Subject: | Connectedness | Fed rate | Indian financial indices | Inflation | Spillover | Systemic risk | TVP-VAR | Indien | India | Spillover-Effekt | Spillover effect | Systemrisiko | Risiko | Risk | Geldpolitik | Monetary policy | Finanzkrise | Financial crisis | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-022-00333-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014259133