[PDF][PDF] Dynamic connectedness and volatility spillover effects of Indian stock market with international stock markets: An empirical investigation using DCC GARCH
AR Sainath, M Gnanendra… - Scientific Papers of …, 2023 - researchgate.net
This study employs the DCC-GARCH model to investigate the dynamic connectedness
between the Indian and significant global stock markets. Specifically, we examine daily log …
between the Indian and significant global stock markets. Specifically, we examine daily log …