Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market
Author:
Affiliation:
1. Economics and Finance Subject Group University of Portsmouth Portsmouth UK
2. Data Analysis Systems Software Competence Center Hagenberg Hagenberg Austria
3. Department of Economics Northeastern Illinois University Chicago IL USA
Publisher
Wiley
Subject
Economics and Econometrics,Sociology and Political Science
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjpe.12291
Reference36 articles.
1. Financial connectedness of BRICS and global sovereign bond markets
2. Make in India: Which Exports Can Drive the Next Wave of Growth?
3. Distribution of the kurtosis statistic b2 for normal samples;Anscombe F. J.;Biometrika,1983
4. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
5. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
Cited by 34 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy;Structural Change and Economic Dynamics;2024-09
2. Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries;International Review of Financial Analysis;2024-07
3. Geopolitical risk and the sentiment connectedness among European stock markets;Journal of Financial Economic Policy;2024-06-28
4. Asymmetric Return Connectedness Among Indian Equity Sectors: Insights from Recent Global Disruptions;Global Business Review;2024-06-02
5. Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach;International Review of Economics & Finance;2024-06
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3