The Dynamic connectedness between risk and return in the fintech market of India : evidence using the GARCH-M approach
Year of publication: |
2022
|
---|---|
Authors: | Bhatnagar, Mukul ; Özen, Ercan ; Taneja, Sanjay ; Grima, Simon ; Rupeika-Apoga, Ramona |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 11, Art.-No. 209, p. 1-16
|
Subject: | fintech | risk | return | investments | variance-based Mean-GARCH (GARCH-M) model | dynamic connectedness | Finanztechnologie | Financial technology | Risiko | Risk | Indien | India | Kapitaleinkommen | Capital income |
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