Volatility spillover impact of FII and MF net equity flows on the Indian sectoral stock indices : recent evidence using BEKK-GARCH
Vaibhav Aggarwal, Adesh Doifode, Mrityunjay Kumar Tiwary
| Year of publication: |
2021
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| Authors: | Aggarwal, Vaibhav ; Doifode, Adesh ; Tiwary, Mrityunjay Kumar |
| Published in: |
International journal of Indian culture and business management : IJICBM. - Genève : Inderscience Enterprises, ISSN 1753-0814, ZDB-ID 2439496-8. - Vol. 22.2021, 3, p. 350-363
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| Subject: | volatility | spillover | sector | foreign institutional investors | FII | MF | GARCH | India | BEKK | equity | transmission | Indien | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Portfolio-Investition | Foreign portfolio investment | ARCH-Modell | ARCH model | Institutioneller Investor | Institutional investor | Aktienindex | Stock index | Aktienmarkt | Stock market | Auslandsinvestition | Foreign investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJICBM.2021.114084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012511230