All Outputs (2)

The impact of uncertainty indices on sustainable investments in India: TVP-VAR based connectedness approach (2024)
Presentation / Conference Contribution

This paper examines how strong is the policy uncertainty networks transmit-ting information to sustainable investments in an emerging market like In-dia. Specially, by employing TVP-VAR on monthly closing value of three sustainability indices from Bo... Read More about The impact of uncertainty indices on sustainable investments in India: TVP-VAR based connectedness approach.

Sectoral interconnectedness in the Indian equity market
Presentation / Conference Contribution

We examine the connectedness among the sectoral equity indices in the Indian stock market. Four equity sectors of National Stock Exchange of India, viz., Automobiles, Consumer Durables, Fast Moving Consumer Goods, and Healthcare (Health) are analysed... Read More about Sectoral interconnectedness in the Indian equity market.