Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets : coupling or uncoupling? ; a study on sector-based data
Year of publication: |
2014
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Authors: | Dufrénot, Gilles ; Keddad, Benjamin |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 33.2014, p. 17-32
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Subject: | Indian equity markets | Coupling | Stochastic volatility | Volatilität | Volatility | Indien | India | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Börsenkurs | Share price | Finanzmarkt | Financial market |
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