Asymmetric Return Connectedness Among Indian Equity Sectors: Insights from Recent Global Disruptions
Published online on June 03, 2024
Abstract
Global Business Review, Ahead of Print.
This article aims to study asymmetric shock transmission among India’s National Stock Exchange sectoral indexes before and amid the COVID-19 crisis and the Russian–Ukraine feud using an asymmetric time-varying parameter vector autoregressive connectedness ...
This article aims to study asymmetric shock transmission among India’s National Stock Exchange sectoral indexes before and amid the COVID-19 crisis and the Russian–Ukraine feud using an asymmetric time-varying parameter vector autoregressive connectedness ...