印度股市与国际股市的动态关联性和波动性溢出效应——基于DCC GARCH的实证研究

IF 1 Q4 BUSINESS
Sainath A R, Gnanendra M, Mohanasundaram T, Leena James, Sheela Misra
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Dynamic Connectedness and Volatility Spillover Effects of Indian Stock Market with International Stock Markets: An Empirical Investigation using DCC GARCH
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来源期刊
Scientific Papers of the University of Pardubice, Series D: Faculty of Economics and Administration
Scientific Papers of the University of Pardubice, Series D: Faculty of Economics and Administration Economics, Econometrics and Finance-Economics, Econometrics and Finance (all)
CiteScore
2.00
自引率
25.00%
发文量
25
审稿时长
6 weeks
期刊介绍: The faculty cooperates on the edition of the scientific journal E&M Economics and Management (E&M). The journal publishes high quality original research articles and scientifi c studies based on theoretical and empirical analyses. E&M encourages new intriguing ideas and new perspectives on existing state of knowledge. Among the key topics covered are Economics, Business Administration, Finance, Management, Information Management, and Marketing & Trade. The journal features theoretical articles as well as application-oriented papers. Occasionally published review articles summarising existing knowledge are accepted only if they are based on a systematic literature review.
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