Domestic intermarket linkages : measuring dynamic return and volatility connectedness among Indian financial markets
Year of publication: |
December 2018
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Authors: | Sobti, Neharika |
Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 45.2018, 4, p. 325-344
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Subject: | Connectedness | Intermarket linkages | Return | Volatility | India | Indien | Volatilität | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Aktienmarkt | Stock market |
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