COVID-19 and uncertainty spillovers in Indian stock market

In this paper, we have examined the impact of COVID-19 on the volatility spillovers among ten major sector indices listed in BSE India. We found that total volatility spillovers reached 69% during COVID-19. Energy sector followed by oil & gas were the major net volatility transmitters. • COVID-1...

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Detalles Bibliográficos
Autores principales: Guru, Biplab Kumar, Das, Amarendra
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Method Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8374230/
https://www.ncbi.nlm.nih.gov/pubmed/34434724
http://dx.doi.org/10.1016/j.mex.2020.101199

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8374230/
https://www.ncbi.nlm.nih.gov/pubmed/34434724
http://dx.doi.org/10.1016/j.mex.2020.101199

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