Does Indian Stock Market Provide Diversification Benefits Against Oil Price Shocks? A Sectoral Analysis
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More about this item
KeywordsDCC-GARCH; CWT; Disaggregated stock market; India; Oil price shocks; Diversification;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-11-12 (All new papers)
- NEP-ENE-2014-11-12 (Energy Economics)
- NEP-MAC-2014-11-12 (Macroeconomics)
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