Sources of time varying return comovements during different economic regimes : evidence from the emerging Indian equity market
Sunil S. Poshakwale, Anandadeep Mandal
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Poshakwale, Sunil S. ; Mandal, Anandadeep |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 48.2017, 4, p. 859-892
|
| Subject: | Emerging Indian equity market | Asset return comovements | Economic and non-economic sources | Copula models | Markov switching stochastic volatility model | Kapitaleinkommen | Capital income | Indien | India | Aktienmarkt | Stock market | Volatilität | Volatility | Finanzmarkt | Financial market | Schätzung | Estimation | Schwellenländer | Emerging economies | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-016-0580-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011796919