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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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Detalhes bibliográficos
Publicado no:Revista Finanzas y Política Económica
Main Authors: Runumi Das, Arabinda Debnath
Formato: Artigo
Idioma:Inglês
Publicado em: Universidad Católica de Colombia 2022
Assuntos:
NSE
VAR
Acesso em linha: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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