Impact of cryptos on the inflation volatility in India : an application of bivariate BEKK-GARCH models
Shailesh Rastogi and Jagjeevan Kanoujiya
| Year of publication: |
2024
|
|---|---|
| Authors: | Rastogi, Shailesh ; Kanoujiya, Jagjeevan |
| Published in: |
Journal of economic and administrative sciences. - Bingley : Emerald, ISSN 2054-6246, ZDB-ID 2664448-4. - Vol. 40.2024, 2, p. 221-237
|
| Subject: | Cryptocurrency | Inflation | Volatility | Spillover effect | GARCH | Volatilität | ARCH-Modell | ARCH model | Indien | India | Virtuelle Währung | Virtual currency | Spillover-Effekt |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JEAS-08-2021-0167 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632170