Cross-market Volatility Transmission and Correlation Dynamics Between Real Estate and Financial Markets: Evidence from India
Published online on January 20, 2026
Abstract
Global Business Review, Ahead of Print.
This study investigates the volatility spillovers and dynamic conditional correlations (DCCs) among the Nifty Realty Index, Indian government bonds, commodities index and exchange rate, utilizing Baba–Engle–Kraft–Kroner (BEKK)–generalized autoregressive ...
This study investigates the volatility spillovers and dynamic conditional correlations (DCCs) among the Nifty Realty Index, Indian government bonds, commodities index and exchange rate, utilizing Baba–Engle–Kraft–Kroner (BEKK)–generalized autoregressive ...