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Volatility Spillover Among the Sectoral Indices of the Indian Capital Market : Evidence from the COVID Period
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Volatility Spillover Among the Sectoral Indices of the Indian Capital Market : Evidence from the COVID Period (2023)Volatility Spillover Among the Sectoral I…Sectoral Connectedness: New Evidence from US Stock Market during COVID-19 Pandemics (2021)Sectoral Connectedness: New E…Rare earth and allied sectors in stock markets: extreme dependence of return and volatility (2021)Rare earth and allied sectors…Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices (2021)Does the Covid-19 pandemic af…Banking sector performance during the COVID-19 crisis (2021)Banking sector performance du…Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms (2020)Volatility impulse response a…The impact of COVID-19 on stock markets (2020)The impact of COVID-19 on sto…Impacts of the COVID-19 pandemic on financial market connectedness (2020)Impacts of the COVID-19 pande…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…COVID-19 implications for banks: evidence from an emerging economy (2020)COVID-19 implications for ban…COVID ‐19 outbreak and sectoral performance of the Australian stock market: An event study analysis (2020)COVID ‐19 outbreak and sector…Time-varying correlation between agricultural commodity and energy price dynamics with Bayesian multivariate DCC-GARCH models (2019)Time-varying correlation betw…Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models (2016)Returns and volatility linkag…Return and volatility transmission between gold and stock sectors: Application of portfolio management and hedging effectiveness (2014)Return and volatility transmi…Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013)Oil and stock returns: Eviden…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)The Econometrics of Financial Markets (2012)Time-varying effect of oil market shocks on the stock market (2015)Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis (2019)Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)Economic Forces and the Stock Market (1986)The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses (2018)Asymmetric impact of oil prices on exchange rate and stock prices (2019)Analyzing volatility spillovers between oil market and Asian stock markets (2020)Generalized impulse response analysis in linear multivariate models (1998)Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting (2021)Quantifying the asymmetric spillovers in sustainable investments (2021)Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach (2022)The effects of terrorism on global capital markets (2004)The impact of the SARS outbreak on Taiwanese hotel stock performance: An event-study approach (2006)The impact of the COVID-19 lockdown on stock market performance: evidence from Vietnam (2020)Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021)The nexus between COVID-19 fear and stock market volatility (2021)Using daily stock returns (1985)This Time Is Different (2009)A five-factor asset pricing model (2014)Bank Systemic Risk around COVID-19: A Cross-Country Analysis (2020)The impact of COVID-19 pandemic on bank lending around the world (2021)Socio-Economic Impacts and Challenges of the Coronavirus Pandemic (COVID-19): An Updated Review (2022)Systemic risk in banking ecosystems (2011)GLOBAL ECONOMIC PROSPECTS: (2013)COVID-19 and finance: Agendas for future research (2020)COVID 19 and Bank Profitability in Low Income Countries: The Case of Uganda (2021)Impact of COVID-19 on Financial Performance and Profitability of Banking Sector in Special Reference to Private Commercial Banks: Empirical Evidence from Bangladesh (2022)Effect of Financial Technology on SMEs Performance in Cameroon amid COVID-19 Recovery: The Mediating Effect of Financial Literacy (2023)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
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References

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  • 2021Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices

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  • 2021Rare earth and allied sectors in stock markets: extreme dependence of return and volatility59 cited
  • 2019Time-varying correlation between agricultural commodity and energy price dynamics with Bayesian multivariate DCC-GARCH models53 cited
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