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Volatility spillover and directionality in cryptocurrency and metal markets
Dutta, Sumanjay; Kayal, Parthajit; Balasubramnaian, G. - In: Journal of emerging market finance 22 (2023) 4, pp. 464-485
Persistent link: https://www.econbiz.de/10014382370
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Information linkages among BRICS countries : empirical evidence from implied volatility indices
Sharma, Gagan Deep; Kayal, Parthajit; Pandey, Piyush - In: Journal of emerging market finance 18 (2019) 3, pp. 263-289
Persistent link: https://www.econbiz.de/10012163050
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Regime switching and causal network analysis of cryptocurrency volatility : evidence from pre-COVID and post-COVID analysis
Kayal, Parthajit; Dutta, Sumanjay - In: Digital finance : smart data analytics, investment … 6 (2024) 2, pp. 319-340
Persistent link: https://www.econbiz.de/10014584491