Volatility spillover from institutional equity investments to Indian volatility index
Year of publication: |
2020
|
---|---|
Authors: | Aggarwal, Vaibhav ; Doifode, Adesh ; Tiwary, Mrityunjay Kumar |
Published in: |
International journal of management concepts and philosophy : IJMCP. - Genève [u.a.] : Inderscience Enterprises, ISSN 1741-8135, ZDB-ID 2204295-7. - Vol. 13.2020, 3, p. 173-183
|
Subject: | volatility | spillover | stock market | GARCH | shock transmission | foreign institutional investors | FII | mutual fund | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Institutioneller Investor | Institutional investor | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Indien | India | Investmentfonds | Investment Fund | Portfolio-Investition | Foreign portfolio investment | Kapitaleinkommen | Capital income | Schock | Shock | Auslandsinvestition | Foreign investment | Japan |
-
Aggarwal, Vaibhav, (2021)
-
Do lower foreign flows and higher domestic flows reduce indian equity market volatility?
Aggarwal, Vaibhav, (2022)
-
Amanjot Singh, (2014)
- More ...
-
Aggarwal, Vaibhav, (2021)
-
Do lower foreign flows and higher domestic flows reduce indian equity market volatility?
Aggarwal, Vaibhav, (2022)
-
Volatility spillover and shock transmission of Ethereum with Ripple, Stellar and Monero
Aggarwal, Vaibhav, (2020)
- More ...