An examination of co-movements of India's stock and government bond markets
Year of publication: |
December 2015
|
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Authors: | Kolluri, Bharat R. ; Wahab, Susan ; Wahab, Mamoud S. |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 41.2015, p. 39-56
|
Subject: | India stock and bond markets | VECM-MTGARCH-CCC | VECM-MTGARCH-DCC | Johansen's multivariate cointegration | MTGARCH conditional volatilities | Indien | India | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Rentenmarkt | Bond market | Kointegration | Cointegration | Aktienmarkt | Stock market | Börsenkurs | Share price | ARCH-Modell | ARCH model | Finanzmarkt | Financial market |
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