Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets
This article assesses the impact of COVID-19 on stock market volatility spillover in India using equity (NSE exchange) and bond (Foreign Exchange) índices. The article utilized the TGARCH model (1,1) to evaluate the volatility of the NSE stock exchange and sectoral indices. Furthermore, the study ai...
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| Pubblicato in: | Revista Finanzas y Política Económica |
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| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universidad Católica de Colombia
2022
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=323573504005 https://www.redalyc.org/journal/3235/323573504005/ https://www.redalyc.org/journal/3235/323573504005/html/ https://www.redalyc.org/journal/3235/323573504005/323573504005.epub https://www.redalyc.org/journal/3235/323573504005/movil |
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