Volatility Spillover and Risk Transmission between Spot and Futures Markets in India across Multiple Asset Classes Using Dynamic Connectedness and DCC-GARCH Models

K S Gagan Deep

Member

SJIF Impact Factor 8.659 | ISSN: 2582-3930

International Journal of Scientific Research in Engineering and Management

(Gateway to Global Scholars - An International, Scholarly, Multi-Disciplinary, Open Access Journal)

Peer-Reviewed Journal Designed to Meet UGC's Quality Parameters

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Volatility Spillover and Risk Transmission between Spot and Futures Markets in India across Multiple Asset Classes Using Dynamic Connectedness and DCC-GARCH Models | IJSREM