Examining financial market spillover and portfolio diversification in India during the Covid-19 pandemic (Record no. 524948)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01607nam a22001577a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240201b ||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Rao, Amar |
| 245 ## - TITLE STATEMENT | |
| Title | Examining financial market spillover and portfolio diversification in India during the Covid-19 pandemic |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Abhigyan: Management Journal From Fore |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 41(2), Jul-Sep, 2023: p.44-65 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | The COVID-19 pandemic has had a profound impact on the world financial markets, with no prior contagious outbreak having such a devastating influence. This study examines the return linkages between key financial assets in the Indian economy as impacted by the coronavirus pandemic. The study found that the USD/INR and NIFTY remained primary sources of shock in both pre-and post-COVID periods. However, post-COVID, there was a decrease in the transmission of shock from 10YBond, implying that the Reserve Bank of India's expansionary monetary policies and injection of liquidity did not lead to increased shock to other financial markets. The results from the TVPVAR reflected implying that connectedness between financial assets varies over time. Portfolio managers and investors should be able to recognize novel investment options that leverage portfolio diversification to maximize risk-adjusted. – Reproduced https://scholar.google.com/citations?view_op=view_citation&hl=en&user=-ZxPXBcAAAAJ&cstart=20&pagesize=80&citation_for_view=-ZxPXBcAAAAJ:qUcmZB5y_30C |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial markets |
| 9 (RLIN) | 48345 |
| 773 ## - HOST ITEM ENTRY | |
| Main entry heading | Abhigyan: Management Journal From Fore |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| Subject DIP | FINANCIAL MARKETS |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Item type | Articles |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Permanent location | Current location | Date acquired | Serial Enumeration / chronology | Barcode | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Indian Institute of Public Administration | Indian Institute of Public Administration | 2024-02-01 | 41(2), Jul-Sep, 2023: p.44-65 | AR130756 | 2024-02-01 | Articles |