Yadav, Anjali; Sahu, Dhananjay - 2023
This paper explored the second moment spillover across stock market (domestic & foreign) and Indian Foreign Exchange market (INR/USD, INR/GBP & INR/JPY) with three data frames labelled: Full Period (April 2, 2014, to March 31, 2021), Pre-Covid Period (April 2, 2014, to January 29, 2020) &...