Volatility Spillover and Connectedness Mapping of India Through the Financial Cycle
Published online on October 07, 2023
Abstract
Global Business Review, Ahead of Print.
For Indian asset managers and speculators to assess the volatility spillover to the Indian market, identifying connections among the G7 countries might be of tremendous assistance. Using the DYCI methodology, we gauge volatility spillover (connectedness) ...
For Indian asset managers and speculators to assess the volatility spillover to the Indian market, identifying connections among the G7 countries might be of tremendous assistance. Using the DYCI methodology, we gauge volatility spillover (connectedness) ...