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, volatility, liquidity, the spot rate, the slope of the yield curve, the time to maturity of the underlying bond and the level and …
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We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …
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