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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2020
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| 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 |