Examining Volatility Spillover between India and Global Emerging Stock Markets during COVID 19 and Russia-Ukraine War Crisis

The objective of this research is to examine the dynamic volatility spillover effects that occurred during two significant worldwide crises—the COVID-19 pandemic and the Russia-Ukraine war—between the Indian stock market and six growing global stock markets: Brazil, Argentina, Indonesia, South Afric...

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Bibliographic Details
Main Authors: Veerendra Anchan, Harshita Maurya, Aastha Panchamia, Aakriti Lakhanpal
Format: Article
Language:English
Published: Dunarea de Jos University of Galati 2024-12-01
Series:Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics
Subjects:
Online Access:http://eia.feaa.ugal.ro/images/eia/2024_3/Veerendra_et_al.pdf
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