Examining the time varying spillover dynamics of Indian financial indictors from global and local economic uncertainty
Year of publication: |
2023
|
---|---|
Authors: | Kumar, Pawan ; Singh, Vipul Kumar |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 21.2023, 1, p. 99-121
|
Subject: | Connectedness | Fed rate | Indian financial indices | Inflation | Spillover | Systemic risk | TVP-VAR | Spillover-Effekt | Spillover effect | Indien | India | Globalisierung | Globalization | Systemrisiko | Finanzmarkt | Financial market | Wirtschaftsindikator | Economic indicator |
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