Chakrabarty, Anindya; De, Anupam; Bandyopadhyay, Gautam - In: Global Business Review 16 (2015) 1, pp. 35-49
The article studies the nature and direction of shock and volatility transmission among the nine non-overlapping sectoral indices of Bombay Stock Exchange (BSE) across eight different scales (from 2–4 days to 1–2 years) using a newly developed wavelet-based...
