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DCC GARCH Evaluation of Volatility Spillovers in Sovereign Bond Markets for Portfolio Optimisation

Crossref DOI link: https://doi.org/10.48001/jbmis.1102006

Published Online: 2024-12-12

Update policy: https://doi.org/10.48001/qtanytcrossmarkpolicy

Authors

Chola, Gargi https://orcid.org/0009-0003-2873-1307
Gupta, Pankaj Kumar https://orcid.org/0000-0002-6490-8523
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Content Type: Research Article

CrossChecked: Yes

Peer Reviewed: Yes

Published: https://doi.org/10.48001/jbmis.1102006

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License: Creative Commons Attribution