Sainath, A. R.; Gnanendra, M.; Mohanasundaram, T.; … - In: Scientific papers of the University of Pardubice 31 (2023) 1, pp. 1-10
This study employs the DCC-GARCH model to investigate the dynamic connectedness between the Indian stock market and … to the growing literature on the dynamic connectedness of stock markets and has important implications for policymakers …