Analyzing The Covid-19 Pandemic of Volatility Spillover Influence the Collaboration of Foreign and Indian Stock Markets

One of the most crucial variables in investment selections is volatility. Unexpected information causes an investor to trade unusually in the market, which influences market volatility. Furthermore, various market sectors are affected differently by this type of trading behaviour. This research inv...

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Bibliographic Details

Published in:	Revista Finanzas y Política Económica
Main Authors:	Runumi Das, Arabinda Debnath
Format:	Article
Language:	English
Published:	Universidad Católica de Colombia 2022-06-01
Subjects:	Stock Exchange, Stock Indices, Foreign Exchange, Volatility, Volatility Spillover, NSE, TGARCH, BEKK-GARCH, SPSS
Online Access:	https://revfinypolecon.ucatolica.edu.co/article/view/4401