Showing 1 - 10 of 22,425
Persistent link: https://www.econbiz.de/10013186520
Persistent link: https://www.econbiz.de/10011299813
Persistent link: https://www.econbiz.de/10012485169
, volatility, liquidity, the spot rate, the slope of the yield curve, the time to maturity of the underlying bond and the level and …
Persistent link: https://www.econbiz.de/10013107046
Persistent link: https://www.econbiz.de/10010485602
Persistent link: https://www.econbiz.de/10012509364
Persistent link: https://www.econbiz.de/10012597164
Persistent link: https://www.econbiz.de/10013284947
Persistent link: https://www.econbiz.de/10011625114
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 …
Persistent link: https://www.econbiz.de/10013397677