Economic policy uncertainty versus sector volatility : evidence from India using multi-scale wavelet Granger causality analysis
Year of publication: |
2022
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Authors: | Ambatipudi, Vamsidhar ; Kumar, Dilip |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 21.2022, 2, p. 184-210
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Subject: | COVID-19 period | Economic policy uncertainty | global financial crisis | Granger causality test | sector volatility | wavelet coherence analysis | Volatilität | Volatility | Kausalanalyse | Causality analysis | Indien | India | Wirtschaftspolitik | Economic policy | Wirkungsanalyse | Impact assessment | Finanzkrise | Financial crisis | Coronavirus | Zustandsraummodell | State space model |
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