Work

Volatility Spillovers from the US to Indian Stock Market: A Comparison of GARCH Models

Year: 2007

Type: article

Source: The IUP Journal of Financial Economics

Authors: K. Kiran Kumar, Chiranjit Mukhopadhyay

Institution: Indian School of Business

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1500172941

FWCI: 0.541

Cites: 29

Cited by: 10

Related to: 10