Azam, Md Qamar; Hashmi, Nazia Iqbal; Hawaldar, Iqbal Thonse - In: Risks 10 (2022) 3, pp. 1-15
sectors in pre- and during COVID-19 periods using daily data from 1 January 2015 to 31 December 2020. The results of VAR show …, METAL and REALTY have highly significant coefficients . In the defensive sectors, the VAR outcomes are not as strong as we …
