GLOBAL FINANCIAL INTEGRATION:   VOLATILITY AND RETURN SPILLOVERS FROM   DEVELOPED TO EMERGING MARKETS IN THE POST-PANDEMIC ERA

Mr. Rahul Moolbharathi,Dr.Yatheesh Chandra M.S

GLOBAL FINANCIAL INTEGRATION: VOLATILITY AND RETURN SPILLOVERS FROM DEVELOPED TO EMERGING MARKETS IN THE POST-PANDEMIC ERA

Authors

Mr. Rahul Moolbharathi,Dr.Yatheesh Chandra M.S

Keywords:

Risk and Return, volatility, Diebold and Yilmaz spillover index ,shock absorber.

Abstract

traditionally, developed markets (DMs) have generated volatility and return spillovers, channeling risksand shocks into emerging markets(EMs), which demonstrated weaker resilience and heightened sensitivity. The COVID-19

References

Baumeister, C., & Kilian, L. (2016). Understanding the decline in the price of oil since June 2014. Journal of the Association of Environmental and Resource Economists, 3(1), 131–158.

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Published

2024-06-20

How to Cite

Mr. Rahul Moolbharathi,Dr.Yatheesh Chandra M.S. (2024). GLOBAL FINANCIAL INTEGRATION: VOLATILITY AND RETURN SPILLOVERS FROM DEVELOPED TO EMERGING MARKETS IN THE POST-PANDEMIC ERA. Journal of Computational Analysis and Applications (JoCAAA), 33(06), 3682–3692. Retrieved from https://eudoxuspress.com/index.php/pub/article/view/4221