Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic
Aswini Kumar Mishra, Kamesh Anand K, Akhil Venkatasai Kappagantula
| Year of publication: |
2025
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|---|---|
| Authors: | Mishra, Aswini Kumar ; Kamesh Anand K ; Venkatasai Kappagantula, Akhil |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 75.2025, 1, Art.-No. 102297, p. 1-23
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| Subject: | Asymmetric connectedness | COVID-19 | Hedging effectiveness | India | Portfolio management | TVP-VAR | Indien | Portfolio-Management | Portfolio selection | Coronavirus | Hedging | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102297 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015359803