Sainath, A. R.; Gnanendra, M.; Mohanasundaram, T.; … - In: Scientific papers of the University of Pardubice 31 (2023) 1, pp. 1-10
This study employs the DCC-GARCH model to investigate the dynamic connectedness between the Indian stock market and … analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock … market. Notably, we observe a significant positive spillover effect from the S&P 500 and FTSE 100 to the Indian stock market …