A study on the time-varying volatility connectedness between the sectors in the Indian stock market
Year of publication: |
2022
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Authors: | Chowdhury, Shah Saeed Hassan ; Irfan, Mohammad |
Published in: |
Montenegrin journal of economics. - Podgorica : Economic Laboratory for Transition Research, ISSN 1800-6698, ZDB-ID 2860930-X. - Vol. 18.2022, 3, p. 77-88
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Subject: | Emerging Markets | Volatility Spillover | Indian Stock Market | Dynamic Connectedness | TVP-VAR | Volatilität | Volatility | Indien | India | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Börsenkurs | Share price |
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