Volatility spillover between Indian and mint stock exchanges : portfolio diversification implication
Miklesh Prasad Yadav and Asheesh Pandey
| Year of publication: |
2019
|
|---|---|
| Authors: | Yadav, Miklesh Prasad ; Pandey, Asheesh |
| Published in: |
The Indian economic journal. - Thousand Oaks, CA : Sage Publishing, ISSN 2631-617X, ZDB-ID 2127664-X. - Vol. 67.2019, 3/4, p. 299-311
|
| Subject: | dynamic conditional correlation | MINT economies | portfolio diversification | Volatility spillover effect | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Indien | India | Korrelation | Correlation | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0019466220947501 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390854