Volatility spillover among the sectors of emerging and developed markets: a hedging perspective

AbstractThis study empirically investigates the volatility spillover among the sectors of emerging markets, that is, India and China and developed markets, that is, the United Kingdom (UK) and the United States (US). Focusing on financial services, auto, oil and gas, Information Technology (IT), hea...

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Bibliographic Details

Published in:	Cogent Economics & Finance
Main Authors:	Satyaban Sahoo, Sanjay Kumar
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2024-12-01
Subjects:	BEKK model go-garch hedge ratio sectoral index volatility spillover David McMillan, University of Stirling, UK
Online Access:	https://www.tandfonline.com/doi/10.1080/23322039.2024.2316048