Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty
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DOI: 10.1007/s40953-022-00333-8
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More about this item
Keywords
Connectedness; Fed rate; Indian financial indices; Inflation; Spillover; Systemic risk; TVP-VAR;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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