Unraveling COVID-19-induced volatility spillover: a study of the dynamic interplay between NIFTY 50 spot and options markets
This study unravels the transmission of volatility spillovers between NIFTY 50 spot prices and the options market, addressing a significant gap in existing studies. It captures how market connectedness evolved during the pre-COVID, COVID and post-COVID periods, offering fresh insights into price dis...
Guardat en:
| Autors principals: | , , , , |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Emerald Publishing
2025-10-01
|
| Col·lecció: | Seonmul yeongu |
| Matèries: | |
| Accés en línia: | https://www.emerald.com/jdqs/article-pdf/33/3/231/10332670/jdqs-03-2025-0012en.pdf |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|