reference to BSE and NSE in India. This study used secondary daily time series data, for a period of two years, from 01 ….01.2018 to 31.12.2019. Statistical tools, such as Descriptive Statistics and Correlation Matrix, were employed to perform the … analysis. It was found from the correlation analysis that there was a relationship between Twitter sentiments indicators and …

This paper investigates the time-varying correlation and the volatility behaviour of the New Age Technology (Industry 4 ….0) sectors and, traditional sectors in US (NASDAQ sectoral indices) and India (Nifty sectoral indices) using ADCC/DCC – GARCH … COVID -19 pandemic on the volatility behaviour and the time – varying correlation of these indices. Risk measures – VaR and …

-GARCH model for volatility and DCC model for correlation to allow for inclusion of indexes that measure financial conditions. In … returns, especially during crises. Moreover, including the FCI in volatility and correlation modeling improves Value …

We develop networks of international stock market indices using information and correlation based measures. We use 83 … stock market indices of a diversity of countries, as well as their single day lagged values, to probe the correlation and … one day coincides to same day correlation between them. …

This paper investigates the correlation and feedback relationships between the Hong Kong Hang Seng Index (HSI), the …

. This study uses VAR-OLS techniques to investigate the time-varying correlation between Bitcoin and three major European … are dependent during crisis periods, but not during non-crisis periods. This confirms the time-varying correlation between …