000			01607nam a22001577a 4500
999			_c524948 _d524948
008			240201b ||||| |||| 00| 0 eng d
100			_aRao, Amar _948344
245			_aExamining financial market spillover and portfolio diversification in India during the Covid-19 pandemic
260			_aAbhigyan: Management Journal From Fore
300			_a41(2), Jul-Sep, 2023: p.44-65
520			_aThe 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			_aFinancial markets _948345
773			_aAbhigyan: Management Journal From Fore
906			_aFINANCIAL MARKETS
942			_cAR