An examination of co-movements of India's stock and government bond markets
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DOI: 10.1016/j.asieco.2015.10.001
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- Chi-Wei Su & Xu-Yu Cai & Ran Tao, 2020. "Can Stock Investor Sentiment Be Contagious in China?," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
- Wang, Hong-Yong & Wang, Tong-Tong, 2018. "Multifractal analysis of the Chinese stock, bond and fund markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 280-292.
- Thanh, Su Dinh & Canh, Nguyen Phuc & Maiti, Moinak, 2020. "Asymmetric effects of unanticipated monetary shocks on stock prices: Emerging market evidence," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 40-55.
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Keywords
India stock and bond markets; VECM-MTGARCH-CCC; VECM-MTGARCH-DCC; Johansen's multivariate cointegration; MTGARCH conditional volatilities;All these keywords.
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